Indexes & Primary Keys (based on the same columns)

I'm wondering if what I'm doing is redundant.

I have a primary key on columns (A,B,C,D)
and I've also defined an index based on the same columns (A,B,C,D)

and sometimes in the query explain, I see the pkey being used for the
scan instead of the index.

So.. That made me think perhaps the additional index on the _same_
parameter is redundant.

Appreciate comments.