Kevin,
First, welcome to the Forum!
SQL Server 6.5 and 7.0 do not support cascading RI. This is a feature that has been included in SQL Server 2000.
You'll have to use triggers to achieve the same functionality. On the parent table, create a DELETE trigger that cascades the delete to the child table
CREATE TRIGGER trigger_name FOR DELETE on parent_table
AS
DELETE FROM child_table
WHERE fkid IN (SELECT PK FROM deleted)
GO -- if you're using QA or OSQL
"deleted" is a special table that exists only within the scope of the trigger and contains all the rows that were removed from the table during the execution of a DELETE.
You'll probably want to checkout the CREATE TRIGGER topic in the SQL Server Books Online (BOL).
-Mike