ALTER TABLE `foo`
  ADD UNIQUE KEY `foo_uk` (`field1`, `field2`);

public function rules()
{
    return array(
        ...
        array('field1', 'unique', 'criteria'=>array(
            'condition'=>'`field2`=:field2',
            'params'=>array(
                ':field2'=>$this->field2
            )
        ),
        ...
    );
}

SELECT 1 FROM `foo` `t` WHERE (`field2`=:field2) AND (`t`.`field1`=:ycp0) LIMIT 1

CDbCommand failed to execute the SQL statement: SQLSTATE[23000]: Integrity
constraint violation: 1062 Duplicate entry 'field1TestData-field2TestData' for
key 'foo_uk'. The SQL statement executed was: INSERT INTO `foo` (`field1`,
`field2`...etc) VALUES (:yp0, :yp1...etc)

public function rules() {
    return array(
        array('firstKey', 'UniqueAttributesValidator', 'with'=>'secondKey'),
    );
}