"Duplicate key" error trying to save roles and users

This is a specificity of the XAF UI when a many-to-many association is shown.
One of the ways to resolve this issue is to use a nested Object Space for popup windows shown from the Many to Many collection. To do this, override the GetObjectSpaceToShowDetailViewFrom method in your application's WebApplication descendant. Here is an example of how to change such windows:

C#
public override IObjectSpace GetObjectSpaceToShowDetailViewFrom(Frame sourceFrame, Type objectType, TargetWindow targetWindow) {  
    if(sourceFrame is NestedFrame && sourceFrame.View != null && sourceFrame.View.Id == "PermissionPolicyRole_Users_ListView") {  
        return sourceFrame.View.ObjectSpace.CreateNestedObjectSpace();  
    }  
    else {  
        return base.GetObjectSpaceToShowDetailViewFrom(sourceFrame, objectType, targetWindow);  
    }  
}  

Note that in this case, you will need to click Save in the parent DetailView to save all changes made in the popup windows.