Remove the relationships, then add some data. Make sure you have at least a couple of records in each table. Try to use valid looking data.
Once you have some valid data in, then try to setup the relationships. If there's a problem in how you have it setup - you'll get the error at this point (and you'll have a good idea of where the problem is).
If you can setup the relationships without error, go back in and add a few more records. If you get an error here, it's likely that the problem is how (or the order) you are adding the data versus a problem with the relationshipos themselves.
Without doing it in this order, you don't know where the problem is: setup or entry.