Hi Evan,
you can use the database diagram as Ric said or:
with SQL Management Studio, got to modify a table (right click on the table->Modify), then in the system menu will appear the tab "TableDesigner" with the option "Relationships...".

or:

in the Object Explorer window expand the table node, right click on the "Keys" node, then select "New foreign key".

hth

Franco

>Is there a GUI tool for creating referential integrity between tables in SQL 2005? Or do need to do this via the ALTER TABLE command?