How to add a foreign key constraint in t-sql

The WITH NOCHECK clause is not recommended since future table updates could fail as the contstraint is re-validated, but I needed it to get it to work on some tables and will have to deal with the missing data later.

ALTER TABLE dbo.SKU_Price WITH NOCHECK ADD CONSTRAINT
    FK_SKU_Price_PriceGroupID FOREIGN KEY
     (
        PriceGroupID
     ) 
     REFERENCES dbo.SKU
     (
         rid
     ) 
    ON UPDATE  NO ACTION 
    ON DELETE  NO ACTION