Not sure if this is different across versions but I have always specified the contain within an array and that works fine for me.
$this->Sku->find('all', array('contain' => array('Purchase')));
Or for mapping only the fields or conditions you want:
$this->Sku->find('all',
array('contain' => array(
'Purchase' => array(
'fields' => Purchase.name
'conditions' => array(
Purchase.name = 'somename'
)
)
)
)
);