Referential integrity with primary key spanning multiple columns?

I am trying to build the following tables but keep getting an error. Can
anyone point me in the right direction?

-- MOVIES

create table MOVIES (

prod_id integer references PRODUCTS primary key,
volume_id int2 not null default 1,
label_id integer references LABELS,
length time (0)
);

-- GENRES

create table GENRES (

major_genre_id int2 not null,
minor_genre_id int2 not null,
genre_desc text not null,

primary key (major_genre_id, minor_genre_id)
);

-- REL_GENRES_MOVIES

create table REL_GENRES_MOVIES (

prod_id integer references MOVIES,
major_genre_id int2 references GENRES(major_genre_id),
minor_genre_id int2 references GENRES(minor_genre_id),

primary key (prod_id, major_genre_id, minor_genre_id)
);

(The error is for this last table REL_GENRES_MOVIES)

NOTICE: CREATE TABLE / PRIMARY KEY will create implicit index
'rel_genres_movies_pkey' for table 'rel_genres_movies'
NOTICE: CREATE TABLE will create implicit trigger(s) for FOREIGN KEY
check(s)
ERROR: UNIQUE constraint matching given keys for referenced table
"genres" not found

Does this mean that I cannot have a foreign key unless it is a UNIQUE
field by itself? I was hoping that since major_genre and minor_genre
together are unique I could use them as foreign keys ...

If the problem is that neither is unique by itself can anyone recommend
some other way where I can use referential integrity with those two fields?

Thanks!

Jc