No such thing as SQL 2003.
There are many ways to generate artificial primary keys (keys that have no meaning within the data), there's also the option not to use an artificial primary keys but rather choose one of the candidate keys from the data as the primary key.
Can you be a little clearer what you're asking?
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability