I have a database all tables are MYISAM when i tried to alter the tables none of them would want to be Innodb. Hence i can not create a relationship. Any idea why?
Maybe InnoDB is not enabled with the server configuration?
SGLyog menu .. tools .. show .. variables. Check for 'has_innodb' system variable. And in some of the 'bundled' LAMP/WAMP distributions innobd is not available at all. Also some ISP's disable it.
You will need to provide more info about the server!