How do I create a rule for a Primary Key
You probably don't want to use rules and instead use constraints, in this case a check constraint.  The reason that you don't want to use rules is that rules have been deprecated means that they will be removed from SQL Server at some point in the future so it would be better to use the check constraint instead.  Something like this will do the trick.

create table t1 (c1 char(4) primary key check (c1 like '[a-z][0-9][0-9][0-9]'), c2 int)