Null values and foreign keys

Hi all

Delphi5 , SqlServer2000

I have a city_id filed refers to citiea table, when i using a value from
atable no problems,  any invalid value the constraints fired . and i'ts OK ,
Why when i clear the filed 'make it null' where the constraint fied also ,
null means nothing , beause of that i can't clear filed such that ...

any help !?