referential integrity

Please could someone help me my database does not have referential
integrity. I want to be able to delete a primary key in one table and for
it to delete anything relating to it below ( same with update).

i.e table product primary key product_name

table release primary key release_id
product_name field references product_name in
product table
I get a message to screen that says

NOTICE: CREATE TABLE/FOREIGN KEY clause ignored; not yet implemented

thanks in advance for any help whatsoever.

Michelle Anderson