Hi Suman,
our way to do that:
We load the transactional data (as usual) to an DSO (which is used for further data-staging to cubes, etc.) and use this DSO as a datasource (not literaly the BW-term) for loading them (partially) to the masterdata-tables of the primary-key InfoObject.
In the case of sales-orders we forward the "customer's order number" and the "order date" to the attributes of the InfoObject 0DOC_NUMBER. This forwarding is done regularly in a process-chain which is situated after the 'real' masterdata-chains and the general transactional-data-chains.
Does that give you a clue?