Where to override ActiveRecord::ConnectionAdapters::SQLServerAdapter?

I'm working on an existing global database running on MS SQL Server.
The appropriate primary key is uniqueidentifier, so I want to set
ActiveRecord::ConnectionAdapters::SQLServerAdapter#native_database_types[:primary_key]
= "uniqueidentifier NOT NULL newid() PRIMARY KEY".

Obviously, I need to override the native_database_types definition,
but I really don't know where I should put the code so rails picks it
up. I want to do this in migrations.