Foreign Key constraints missing after phpmyadmin export

I create a table in mysql using the following script:

  CREATE TABLE IF NOT EXISTS users_x_activities(
  id int NOT NULL auto_increment, 
  id_user int unsigned NOT NULL,
  id_attivita int unsigned NOT NULL,
  PRIMARY KEY (id),
  FOREIGN KEY (id_user) REFERENCES utente(id),
  FOREIGN KEY (id_attivita) REFERENCES attivita(id)
  ) ENGINE = INNODB;

When I export the created table from phpMyAdmin, I obtain the following script

CREATE TABLE IF NOT EXISTS `users_x_activities` (
  `id` int(11) NOT NULL AUTO_INCREMENT,
  `id_user` int(10) unsigned NOT NULL,
  `id_attivita` int(10) unsigned NOT NULL,
  PRIMARY KEY (`id`),
  KEY `id_user` (`id_user`),
  KEY `id_attivita` (`id_attivita`)
) ENGINE=InnoDB  DEFAULT CHARSET=utf8 AUTO_INCREMENT=1 ;

So the question are: where is my foreign key constraints? does KEY refer to FK? Seems that the two tables utente and attivita are no longer referenced in the new generated script. where am I doing wrong?

EDIT

In phpMyAdmin, configuring the export of the table I found the option "Display Foreign Key Relationship" If I flag this option I otain also this code in the script

--
-- RELATIONS FOR TABLE `users_x_activity`:
--   `id_user`
--       `utente` -> `id`
--   `id_attivita`
--       `attivita` -> `id`
--

--
-- Constraints for dumped tables
--

--
-- Constraints for table `users_x_activity`
--
ALTER TABLE `users_x_activity`
  ADD CONSTRAINT `users_x_activities_ibfk_1` FOREIGN KEY (`id_user`) REFERENCES `utente` (`id`),
  ADD CONSTRAINT `users_x_activities_ibfk_2` FOREIGN KEY (`id_attivita`) REFERENCES `attivita` (`id`);

This means that if I add the option "Display Foreign Key Relationship" I obtain also the FK constrains? in other case not?