blindly adding an index on all the columns that foreign keys are involved with might not help much;
it's the selectivity of the data that is what the SQL engine uses to determine whether to use an index or not.
so for example, if you have a column in a table that is foreign keyed to toa STATUS table that has three values(ie, open, closed,cancelled) , the index is not very selective; your data would probably have 90% of the data in two of the values.
indexes on other items might actually help.
The second post I ever did on SSC asked that exact question:
http://www.sqlservercentral.com/Forums/Topic11946-8-1.aspx, and there's a bit of discussion on it.
if you really insist you need a script that blindly builds the indexes on foreign keys if they do not exist yet, I'll post it as a follow up.
Lowell