Heya, AMT.
Only InnoDB tables properly support foreign key constraints right now. You can change the storage engine for any table by executing this command:
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ALTER TABLE `tableName` ENGINE=InnoDB;
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MyISAM is faster, especially for large data sets, than InnoDB. The trade-off is that MyISAM does not support row locking, transactions nor foreign key constraints.
Check out
this document for more information on setting up foreign key constraints on an InnoDB table.