A Table can have a Composite Primary Key which is a primary key made from two or more columns. For example:
CREATE TABLE userdata (
userid INT,
userdataid INT,
info char(200),
primary key (userid, userdataid)
);
Update: Here is a link with a more detailed description of composite primary keys.
You can only have one primary key, but you can have multiple columns in your primary key.
You can also have Unique Indexes on your table, which will work a bit like a primary key in that they will enforce unique values, and will speed up querying of those values.