Sql Express 2005

Well, I tried out Sql Express as the database backend and it's a lot better than anything else I've messed around with.  I can't believe I never knew about it before.  Since I've been working a lot with Sql Server at work for the last few months, it sure felt a lot more familiar.

Now I'm just trying to figure out how to make a foreign key referenced against a table in seperate database.  I thought you would simply add the name of the Db in front of the table, but it doesn't seem to work that way.  I've been looking for information about it on MSDN and Books online but haven't found anything yet.  Anyone know anything about it?