Your set elemnt doen't match the DTD for hbm files. The parse error:
is the DTD for the set element. If you are not used to dealing with XML definitions like this, you might want to look at DTDs on W3. What this line is telling you is a "set" element can only have one child "key" element. So you can't do this:
If you have a composite foreign key I'd get middlegen to generate the mapping for you, since writing composite foreign keys can be error prone.