Update Database using Entity Framework having primary key on multiple Columns

Following is the error message I get:

Store update, insert, or delete statement affected an unexpected number of rows (0). Entities may have been modified or deleted since entities were loaded. See http://go.microsoft.com/fwlink/?LinkId=472540 for information on understanding and handling optimistic concurrency exceptions.

My model consists of few columns, among them two columns which make up the primary key clustered:

[Key]
[Column(Order = 0)]
public string SourceName { get; set; }
[Key]
[Column(Order = 1)]
public string SourceType { get; set; }

Code to update using Entity Framework:

 _Entities.SourceInfoes.Attach(entity);
 _Entities.Entry(entity).State = EntityState.Modified;
 _Entities.SaveChanges();

Can some one help me on how to solve the exception above?