Hi Konstantin,
I was not able to reprodue this problem here(Essential studio 4.2+windows XP SP3+ .Net FrameWork 1.1/2.0), please see the attached sample that works fine with the ForeignKeyReference in the grid.
Here is a sample.
http://www.syncfusion.com/Support/user/uploads/ForeignKeyReference_1fc8ffe2.zipIf this did not help, please update us with a sample project showing the problem.
Thanks,
Haneef