Thanks for answers. My problem was a bit silly cuz I needed the easiest way to deal with two tables in a database and wanted to present them with standard way C# and VS give (just carrying and dropping tables to a form and attach a navigator). So in my case I had two tables with a relationship 1 to many and needed so that when focus is on a record N of a parent table only some set of records could be seen in a child table. Instead I saw all of them in both parent and child tables. And when I set a relationship through a "Edit DataSet with Designer" I got an error.
Now a solution to this problem: as it stated in the book "Beginning Microsoft Visual C# 2008" and many other online sources, you create a data connection with a DB and create a DataSet. Then you drag tables you need to a form. But if you want a correct dependence so only particular set of records was seen in a child table but not all of them you need to drag a subtable in the DataSource window in VS!!! Like