You can use a unique index. The constraint will actually create a unique index. That's how it works.

I can't tell from the original post if it's included in the sample, but one thing you can run into with a unique constraint/index is that this won't be prevented:

Col1 Col2

1 2

2 1

The only way I know of to prevent that is through code. That means either an insert proc, or a trigger, or something of that sort. Might be other methods, but that's the only one I can think of. (I've tried a few, none worked.)