Am I supposed to be all scared of compound primary keys?

I have a table that stores a user ID and a subscription type, and this is
really all it needs to store and any pair of values will always be unique.
In fact, I think this pair should be the primary key on the table. However,
I'm using Castle ActiveRecord which says at:

http://www.castleproject.org/activerecord/documentation/v1rc1/usersguide/pks.html#CompositePK

And I quote:

Quick Note: Composite keys are highly discouraged. Use only when you
have no other alternative.

I get the feeling they're discouraged from a SQL point of view, but it
doesn't actually say why anywhere. Is there any good reason to avoid using
composite keys on a table? Why waste the space of an extra key if you don't
have to? Thanks!

Mike