Populating a database

I am populating a database. Three tables, two with more than 2500000 records, and the other with more than that. I have three text files with a record by line, with tabs delimiting fields. Two of the tables have a primary key (integer field) and the other a compound primary key (two integers). The first two tables have two fields, the last has three fields. I am using PostgreSQL, and using the \copy table from 'file' command. Unfortunately this is taking an eternity.

I tried to import them without defining the key, and it was a lot faster, but PGadmin III don't let me create the key after the import.

So, is there any other, faster, way to import these three tables?