Come da manuale:

http://dev.mysql.com/doc/refman/5.0/...nstraints.html

InnoDB allows you to add a new foreign key constraint to a table by using ALTER TABLE:

ALTER TABLE tbl_name
ADD [CONSTRAINT [symbol]] FOREIGN KEY
[index_name] (index_col_name, ...)
REFERENCES tbl_name (index_col_name,...)
[ON DELETE reference_option]
[ON UPDATE reference_option]