а ето какво става пък при мен:

mysql> insert into orders (cust_id) values (5);
Query OK, 1 row affected (0.00 sec)

като:
mysql> select * from customers;
Empty set (0.00 sec)

а таблиците са:
CREATE TABLE customers
(cust_id INT(11) AUTO_INCREMENT,
cust_fname VARCHAR(15) NOT NULL,
cust_mname VARCHAR(15),
cust_lname VARCHAR(15) NOT NULL,
cust_notes TEXT,
PRIMARY KEY (cust_id));

и

CREATE TABLE orders
(ord_no TIMESTAMP(10) DEFAULT 'NOW()' PRIMARY KEY,
cust_id INT(11) NOT NULL,
ord_date DATE DEFAULT 'CURDATE' NOT NULL,
ord_docs LONGTEXT NOT NULL,
ord_tr_lang VARCHAR(15),
ord_zaverki VARCHAR(30),
ord_notes TEXT,
ord_amount INT,
ord_status TEXT,
FOREIGN KEY (cust_id) REFERENCES customers (cust_id) ON DELETE CASCADE);