One of my co workers is under the impression that when adding an index to a table in SQL Server 2008 that the PK's index is added to that index as well. Therefore if you are using a wider primary key then that key will also be included in the new index vastly increasing the disk space used above and beyond the penalty already paid for the index on the PK. I hadn't heard that before and my searching so far is coming up empty.
Hopefully someone here can point me at relevant docs to confirm or deny this. Please?