This is how I usually do it (sql server).
Create Table Master (
MasterID int identity(1,1) primary key,
Stuff varchar(10)
)
GO
Create Table Detail (
DetailID int identity(1,1) primary key,
MasterID int references Master, --use 'references'
Stuff varchar(10))
GO
Insert into Master values('value')
--(1 row(s) affected)
GO
Insert into Detail values (1, 'Value1') -- Works
--(1 row(s) affected)
insert into Detail values (2, 'Value2') -- Fails
--Msg 547, Level 16, State 0, Line 2
--The INSERT statement conflicted with the FOREIGN KEY constraint "FK__Detail__MasterID__0C70CFB4".
--The conflict occurred in database "Play", table "dbo.Master", column 'MasterID'.
--The statement has been terminated.
As you can see the second insert into the detail fails because of the foreign key. Here's a good weblink that shows various syntax for defining FK during table creation or after.