When working with EF Database First (don’t ask) and mapping stored procedures you may run into this issue.
Julie Lerman has written a great story on how to do the mappings and has some code to download to inspect how to set up the mappings for insert, update, and delete appropriately for use with stored procedures (http://msdn.microsoft.com/en-us/data/gg699321.aspx).
You may have searched everywhere else and have not been able to find a satisfactory answer. In some cases your model has a circular dependency and there are multiple search results that will help you with that out there.
In my case the problem came down to using a Manage type sproc that would handle both insert and update. As you can imagine you would pass in the primary key field to the Sproc no matter what.
Entity Framework believes this is an association (possibly to a foreign key) so it gives the error above. When you convert it to using separate Insert and Update stored procedures where the insert does not pass in the PK, everything works appropriately.
So if you are getting the above error, make sure you are not mapping the PK in the insert procedure.
Hope this helps some poor soul who falls upon this issue.