Best practice - Update Primary Keys

What's you opinion about Update a primary Key in SQL?

I have a "link" table with 3 key from 3 other tables. Should the administration let people to edit one of the keys? I usely said no, dont change PK. Add a new line and if you want remove the other line.

sample:

Table A : idA Int Table B : idB Int Table C : idC Int

Table Link : PK { idA, idB, idC }

UPDATE [Link] SET idA=@NewIdA