I'd guess that you have either an OnOpen event or an OnCurrent event that tries to save or requery your record. If the form opens up on a new record then you may get an error because the primary key field is blank for that record.
Have a look at your form in design view and see what events you have running. If it is an event problem and you need more help then post the code for the events.
Alternatively, next time you get the error message, don't click OK, instead press Ctrl+Break. If you get a message box with a Debug button, click this and it'll take to the line of code that's causing it a problem. This should give us a better idea of exactly where it's tripping over itself.