The innodb storage engine supports foreign keys in Mysql.
To create foreign keys in phpmyadmin :
1. Convert both tables into innodb, if they are not already.
2. View the structure of the table which will have a foreign key. Make the referencing field an INDEX.
3. Now come back to structure view and click Relation view.
In the Relation view page the field (which was made an INDEX) can be made a foreign key referencing to some other field in another table.
That should do it.