Ultra Newbie - Primary Key And STORAGE

I'm trying to learn SQL with SAMS Teach Yourself SQL in 24 hours and using SQL 2000 Server but because the book is a generic SQL code I'm finding some of the examples don't work for me. Firstly is there a STORAGE command in MS SQL as when I tried to create my table and appended:

STORAGE
(INITIAL 20M
NEXT 1M);


All I got was an error and couldn't figure how to get round it.

Secondly, I created my table via:

CREATE TABLE TBL_EMPLOYEE
(EMP_IDCHAR(9)NOT NULL,
EMP_NAMEVARCHAR(40)NOT NULL,
EMP_ST_ADDRVARCHAR(20)NOT NULL,
EMP_CITYVARCHAR(15)NOT NULL,
EMP_STCHAR(2)NOT NULL,
EMP_ZIPINTEGERNOT NULL,
EMP_PHONEINTEGERNULL,
EMP_PAGERINTEGERNULL);


but can't figure out how to now add a Primary Key. I added a line to my QA window:

ALTER TABLE TBL_EMPLOYEE ADD CONSTRAINT EMP_ID PRIMARY KEY;


And when I parse it, it says it complete's successfully but then when I try and execute it errors.

Can you see what I'm doing wrong / should I give up now?

Thanks