>Thanks, Sergey. Is there a way to do that visually?

Sure. One way:

In Enterprise Manager right click on the table and open Table Designer.
Click on Manage Indexes icon or select it it from the Right-click menu.
On the Properties dialog that opens, click New, give index name or leave default name.
Select fields that you want to include into index one by one in the grid.
Check 'Create UNIQUE' checkbox and close dialog.

Anothjer way:

In Enterprise Manager right click on the table, select All Tasks and Manage Indexes. The rest is similar to the first one but it more like a wizard.