If you were able to get past the errors by editing the scripts I think you'll be ok. If you look at your tables you will see the do have primary keys.
The problem was that the original implementation just used unique contraints which are effectively the same thing as primary keys (in postgre sql) but for using SubSonic, since they weren't created as primary keys they could not be looked up in the schema effectively so the script was designed to drop the unique contraints and re-create them as primary keys but depending on what version you started with some of the unique contraints were not named the same which is what caused the script errors you saw. It really doesn't hurt anything if they weren't dropped as it still would create the primary key, its just that you possibly still have some redundant unique constraints.
Hope it helps,