Cannot Make Happen In VS2008 SQL Server 3.5?

what MSDN is trying to indicate here on this tutorial, ref this page: Walkthrough: Creating a SQL Server Express Database.I cannot make this happen in VS2008 SQL Server 3.5 ? To create a relationship between the tables created in the previous step 1.Right-click the Database Diagrams node in the SampleDatabase.mdf node in Server Explorer/Database Explorer and choose Add New Diagram.

2.Click Yes if a dialog box opens asking to create the required database objects for diagramming.

3.Add the Customers and Orders tables to the diagram.

4.Close the Add Table dialog box.

5.Drag the CustomerID column from the Customers table onto the Orders table.

6.Verify that the Customers table is the Primary key table and the Orders table is the Foreign key table, and verify that the CustomerID column is selected for both tables.

7.Click OK to close the Tables and Columns dialog box.

8.Click OK to close the Foreign Key Relationship dialog box and create the relationship.

9.Select Save Diagram1 from the File menu.

10.Leave the default name and click OK.

11.Click Yes in the Save dialog box.

I can create relationships but not the Diagram ?