Problem creating FK referring to same table

[gamcall]

Hi,
When I try & do this (in SQLServer v7 sp3):

alter table tblCountry
add constraint FK_tblCountry_tblCountry
FOREIGN KEY (ship_to_country)
references tblCountry (countryky)

I get the following error:

Server: Msg 547, Level 16, State 1, Line 1

ALTER TABLE statement conflicted with COLUMN FOREIGN KEY SAME TABLE constraint 'FK_tblCountry_tblCountry'. The conflict occurred in database 'eng_dev_new', table 'tblCountry', column 'countryKy'.

What on _earth_ is going on? Any self-respecting database server should be able to handle such a foreign key. Indeed, the documentation explicitly talks about FKs referencing the same table. Is this a v7 bug?

T.I.A,
GAM