Since I cannot comment, adding this note in addition to @jethro answer.
I found out that you also need to do the FOREIGN KEY line as the last part of create the table statement, otherwise you will get a syntax error when installing your app. What I mean is, you cannot do something like this:
private static final String TASK_TABLE_CREATE = "create table "
+ TASK_TABLE + " (" + TASK_ID
+ " integer primary key autoincrement, " + TASK_TITLE
+ " text not null, " + TASK_NOTES + " text not null, "
+ TASK_CAT + " integer,"
+ " FOREIGN KEY ("+TASK_CAT+") REFERENCES "+CAT_TABLE+" ("+CAT_ID+"), "
+ TASK_DATE_TIME + " text not null);";
Where I put the TASK_DATE_TIME after the foreign key line.