The JDBC-ODBC bridge wasn't recognizing any of the primary keys I had set up in SQL Server. After lots of head banging, here's the solution I came up with:
1. Download the appropriate driver. SQL Server 2000 requires the SQL Server 2000 JDBC driver (http://www.microsoft.com/downloads/details.aspx?FamilyId=07287B11-0502-461A-B138-2AA54BFDC03A&displaylang=en).
SQL Server 2005 download: (http://www.microsoft.com/downloads/details.aspx?familyid=C47053EB-3B64-4794-950D-81E1EC91C1BA&displaylang=en)
3. After installing, right-click on "Libraries" in your project, and choose "Add Library...". Next, give it a name (i.e. SQLServer2000), and select "Class Libraries".
4. On the next screen, find the JAR files (should be in C:\Program Files\Microsoft SQL Server 2000 Driver for JDBC\lib\), and add them under the "Classpath" tab. It will now be available under "Libraries" for future projects.
5. You can now create a connection to a specific database under the "Services" tab (next to "Projects" and "Files" in the top left of the screen). Select "Microsoft Sql Server 2000 (Microsoft Driver)" and format the "Database URL" like this:
1433 is the default port, though your DBA may have changed it.
I posted a simpler version of this on the NetBeans.org FAQ page - they had the following title with no content on the answer page:
"Cannot Select Tables From MsSql 2000 Because It Says No Primary Key Next To Each Table But The Tables DO Have A Primary Key. What Do I Do?"
Looks like somebody was really frustrated, and posted a question in the hopes that somebody would answer it :-) Of course I was really frustrated seeing a question with no answer, so I added one after I figured it out myself.