relationships

I am hoping someone can help me, I am trying to create a
relationship in a database and I am having a lot of
trouble. I am trying to make is so in my database when I
enter information into my assets table, some of the
columns get entered into another table in a linked
database. What I tried to do is create a relationship
between the 2 tables that have common columns. When I
create those relationships in the relationship tool, I
click on save and exit, however, when I reopen the tool
the relationships that I created are not there anymore. I
Have tried this numerous times and I am unable to get them
to stay after I close the window.
Can anyone tell me why this would happen?
Thank you in advance.

Steven