Adding a primary key

I am having trouble adding a primary key and creating linking tables. When I
try to add a primary key, and go back to the datasheet view it tells me that
i have duplicate information. This happens with a couple different tables:

1. A purchase table that I want the primary key to be purchase # but each
purchase # can have multiple order #s. So I have duplicate purchase #s
because of this. Is there a way to set the purchase # as the primary key
without deleting the order # column? Somebody suggested using a query that I
could turn into a table but I don't know if that would work or how it would
work.

2. An order table that I want the primary key to be order # but each order #
can have multiple inventory #s. I moved the inventory #s into a separate
linking table where I put order # and inventory # as the primary key. But the
order table still has duplicate order #s so it won't let me use order # as
the primary key. How can i set order # as the primary key in the order table
and get rid of the redundancy?

Any help is appreciated, Thanks.