Если речь идет о SQL2000, то может помочь INSTEAD OF триггер:

create table a(pk int identity(1,1) not null,s nvarchar(10))
create table b(pk int identity(1,1) not null, apk int)
go

alter table a add constraint a_pk primary key clustered (pk)
go
alter table b add constraint b_apk foreign key (apk) references a(pk)
go

CREATE TRIGGER Tr_A_InsteadOfDelete
ON a
INSTEAD OF Delete
AS
BEGIN
Delete b from b inner join deleted d on b.apk=d.pk
Delete a from a inner join deleted d on a.pk=d.pk
END
GO

insert into a(s) values('0001')
insert into a(s) values('0002')
insert into a(s) values('0003')
insert into a(s) values('0004')

insert into b(apk) values(1)
insert into b(apk) values(1)
insert into b(apk) values(1)
insert into b(apk) values(3)
insert into b(apk) values(3)
insert into b(apk) values(3)
GO

Select * from a
Select * from b

delete a where pk=1

Select * from a
Select * from b

delete a where pk=2

Select * from a
Select * from b

delete a where pk=3

Select * from a
Select * from b

delete a where pk=4

Select * from a
Select * from b
GO

К сожалению, в SQL 7 придется убрать FOREIGN KEY и отслеживать все в триггерах.