Setting up foreign keys in phpMyAdmin?

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I’m setting up a database using phpMyAdmin. I have two tables (foo and bar), indexed on their primary keys. I am trying to create a relational table (foo_bar) between them, using their primary keys as foreign keys.

I created these tables as MyISAM, but have since changed all three to InnoDB, because I read that MyISAM doesn’t support foreign keys. All id fields are INT(11).

When I choose the foo_bar table, click the “relation view” link, and try to set the FK columns to be database.foo.id and database.bar.id, it says “No index defined!” beside each column.

What am I missing?

Clarification/Update

For the sake of simplicity, I want to keep using phpMyAdmin. I am currently using XAMPP, which is easy enough to let me focus on the PHP/CSS/Javascript, and it comes with phpMyAdmin.

Also, although I haven’t been able to set up explicit foreign keys yet, I do have a relational table and can perform joins like this:

SELECT * 
FROM foo 
INNER JOIN foo_bar 
ON foo.id = foo_bar.foo_id 
INNER JOIN bar
ON foo_bar.bar_id = bar.id;

It just makes me uncomfortable not to have the FKs explicitly defined in the database.

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