Create 1:N application from import

Create 1:N application from import

I am trying very basic 1:N (Member:Transactions) Import.  Primary Key is Member ID.  XLS spreadsheet has a Members sheet and a Transactions sheet.  I created the relationship during the "Create Application with import" wizard.  But no relationship gets created.  All data got imported, but no relationship between the two.  I followed instructions exactly.

Help.