Suggestions:
1. Make sure you are creating the relationships in the database where the
table data actually is (i.e. not on attached tables.)
2. In the Relationships window, click the Show All button on the toolbar,
and make sure the tables are not saved off screen (i.e. try the window's
scrollbars.)
3. If that does not solve the issue, make sure that the Name AutoCorrect
boxes are unchecked under:
Tools | Options | General.
Then compact the database:
Tools | Database Utilities | Compact
and try creating a relationship again.
For more info on the Name AutoCorrect bugs, see:
http://allenbrowne.com/bug-03.html
4. If you are still stuck after this, try running the code in this link:
http://allenbrowne.com/DelRel.html
It will delete all relationships from your database.
Then compact the database again, and see if the relations will stick. (Note:
This page was created to solve a problem with Access 95, and AFAIK that
problem does not exist in any later version, except for the Name AutoCorrupt
problems.)
If you are using Access 2000 or later, and the problem is not resolved by
step 3, then I strongly suggest you check that you have SP8 for JET 4. It is
a free download from:
http://support.microsoft.com/gp/sp