I agree it is not one index per FK but I was thinking the following:

Whenever somebody updates/deletes table that holds the primary key SQL server needs to check if integrity...

Thank you all for the answers.

I did created indexes on all FK fileds and run the following query:

Select (s-thing from 5-6 tables)

from Table_Containing_FK A

Left outer join B

on A.id1 = B.id

Left...