It doesn't seem to have the answer though that link.

It says "The series of cascading referential actions triggered by a single DELETE or UPDATE must form a tree that contains no circular references. No table can appear more than one time in the list of all cascading referential actions that result from the DELETE or UPDATE. Also, the tree of cascading referential actions must not have more than one path to any specified table. Any branch of the tree is ended when it encounters a table for which NO ACTION has been specified or is the default."

Setting the same primary key to cascade to two columns seems to make SQL 2005 think there is cicular reference but their is not?