This page will provide information about known issues either with SCD Merge Wizard or SQL Server itself. If you experience some other issues, please report it to me by sending an Email to firstname.lastname@example.org so I can place it here for other people.
MERGE statement and Foreign Key
Short description: Issue with SQL Server when MERGE statement doesn't work if foreign key is defined on the target table.
MERGE statement not enforcing Foreign Key
Short description: A MERGE statement may not enforce a foreign key constraint when the statement updates a unique key column that is not part of a clustering key and there is a single row as the update source
More info: http://support.microsoft.com/kb/956718