Are you using Visual Studio 2010 and the target .NET Framework 3.5 in your project settings?
If this is the case, I think with the “checkbox disabled” you mean the checkbox for including foreign key columns in the wizard to create an Entity model from the database. (This flag does not exist at all in VS2008 and is not disabled when targeting .NET 4.0 in VS2010. Therefore, my theory is about VS2010 with .NET 3.5.)
So there is relatively good news for you: this checkbox does NOT mean that no Entity relationships will be created from tables linked by foreign key constraints. They will be created, also in Entity Framework 1 (.NET 3.5). You will not only have the scalar Entity properties that your foreign key columns represent. (This check box, available only in .NET 4, will be marked with these properties in the model.) Instead, you always have to deal with objects referenced in your entities (check if they are loaded, load them manually, or enable them directly in requests, etc.).
Thus, you have a little less comfort when working with relationships in the Entity model in .NET 3.5, but foreign key constraints are still displayed correctly and are automatically created. Just let the wizard run and explore the created Entity model.
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