I create a very small database with two folders

Folder: Students
Folder: CompanyClick image for larger version. 

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I added a simple relationship to add a company to a name.
Working 100% no problem.

The Problem.
When I created a new database and want to move the folders, forms and records then on the new database it works but the relationship is gone. It just said: "Not Set"

Any Idea want I can do to keep the relationship?

Regards
Hennie