Foreign Key Relationship Between Tables

I'm using a dataset class written by others who have defined the foreign key relationships between tables using the tools in the schema diagram. I'm binding the dataclass to a windows form. I'm running into an issue where I have an existing header record and I'm trying to insert data into a child table via a grid programmatically. The child table contains all keys for data. As the grid is bound to a binding source, I'm simply adding rows directly to the grid programmatically.

When I attempt to save the data, I get the error ForeignKeyConstraint FX_Activity_UserRoleActivity Requires Child Key Values (4) to exist in the parent table. The value (4) is one of the foreign key values and it does exist in the parent table. The error occurs when I tell the bindingsource associated to the child table on the form to EndEdit. Looking at the XSD file for the dataset, both foreign keys are set up for 'Both Foreign and Key Constraint' with Cascade set for both update rule and delete rule. Accept/Reject rule is set to none.

Running a SQL trace, I confirmed that SQL Server is not generating the error, so it is occurring on the client application somewhere. First what does the error actually mean? Second, does the configuration of the foreign key relationship in the dataset's XSD file have anything to do with it? If so how should the foreign keys be set up between the tables? If it isn't how would you go about troubleshooting this issue as stepping through the code ends with the .EndEdit call to the binding source.