Setting up foreign keys in phpMyAdmin?

I'm setting up a database using phpMyAdmin. I have two tables (foo and bar), indexed on their primary keys. I am trying to create a relational table (foo_bar) between them, using their primary keys as foreign keys.

I created these tables as MyISAM, but have since changed all three to InnoDB, because I read that MyISAM doesn't support foreign keys. All id fields are INT(11).

When I choose the foo_bar table, click the "relation view" link, and try to set the FK columns to be database.foo.id and database.bar.id, it says "No index defined!" beside each column.

What am I missing?

Clarification/Update

For the sake of simplicity, I want to keep using phpMyAdmin. I am currently using XAMPP, which is easy enough to let me focus on the PHP/CSS/Javascript, and it comes with phpMyAdmin.

Also, although I haven't been able to set up explicit foreign keys yet, I do have a relational table and can perform joins like this:

SELECT * 
FROM foo 
INNER JOIN foo_bar 
ON foo.id = foo_bar.foo_id 
INNER JOIN bar
ON foo_bar.bar_id = bar.id;

It just makes me uncomfortable not to have the FKs explicitly defined in the database.

If you want to use phpMyAdmin to set up relations, you have to do 2 things. First of all, you have to define an index on the foreign key column in the referring table (so foo_bar.foo_id, in your case). Then, go to relation view (in the referring table) and select the referred column (so in your case foo.id) and the on update and on delete actions.

I think foreign keys are useful if you have multiple tables linked to one another, in particular, your delete scripts will become very short if you set the referencing options correctly.

EDIT: Make sure both of the tables have the InnoDB engine selected.

phpMyAdmin lets you define foreign keys using their "relations" view. But since, MySQL only supports foreign constraints on "INNO DB" tables, the first step is to make sure the tables you are using are of that type.

To setup a foreign key so that the PID column in a table named CHILD references the ID column in a table named PARENT, you can do the following:

1. For both tables, go to the operations tab and change their type to "INNO DB"
2. Make sure ID is the primary key (or at least an indexed column) of the PARENT table.
3. In the CHILD table, define an index for the PID column.
4. While viewing the structure tab of the CHILD table, click the "relation view" link just above the "add fields" section.
5. You will be given a table where each row corresponds to an indexed column in your CLIENT table. The first dropdown in each row lets you choose which TABLE->COLUMN the indexed column references. In the row for PID, choose PARENT->ID from the dropdown and click GO.

By doing an export on the CHILD table, you should see a foreign key constraint has been created for the PID column.

This is a summary of a Wikipedia article. It specifies the different types of relationships you can stipulate in PHPmyadmin. I am putting it here because it is relevant to @Nathan's comment on setting the foreign keys options for "on update/delete" but is too large for a comment - hope it helps.

CASCADE

Whenever rows in the master (referenced) table are deleted (resp. updated), the respective rows of the child (referencing) table with a matching foreign key column will get deleted (resp. updated) as well. This is called a cascade delete (resp. update[2]).

RESTRICT

A value cannot be updated or deleted when a row exists in a foreign key table that references the value in the referenced table. Similarly, a row cannot be deleted as long as there is a reference to it from a foreign key table.

NO ACTION

NO ACTION and RESTRICT are very much alike. The main difference between NO ACTION and RESTRICT is that with NO ACTION the referential integrity check is done after trying to alter the table. RESTRICT does the check before trying to execute the UPDATE or DELETE statement. Both referential actions act the same if the referential integrity check fails: the UPDATE or DELETE statement will result in an error.

SET NULL

The foreign key values in the referencing row are set to NULL when the referenced row is updated or deleted. This is only possible if the respective columns in the referencing table are nullable. Due to the semantics of NULL, a referencing row with NULLs in the foreign key columns does not require a referenced row.

SET DEFAULT

Similar to SET NULL, the foreign key values in the referencing row are set to the column default when the referenced row is updated or deleted.

In phpmyadmin, you can assign Foreign key simply by its GUI. Click on the table and go to Structure tab. find the Relation View on just bellow of table (shown in below image).

You can assign the forging key from the list box near by the primary key.(See image below). and save

corresponding SQL query automatically generated and executed.