Foreign Key with out index.

Hi,
I have 2 tables called CAL, Emp.
Emp_id is primary key in emp table.
Cal.Emp_id is foreign key.
But i don't have index on cal.emp_id.

I read the below statement id Doc:

It is highly recommended that an index be created if the Foreign Key column is used in joining, or often used in a WHERE clause. Otherwise a table level lock will be placed on the parent table.

How the above statement exatly effect on the database.
user entering the data in cal table from web interface and doing commit imm. So give me some info on this. Thanks.

U need to have a index on foreign key , if there are any transactions involving delete of the parent table based on
primary key and u have delete cascade enabled.

gpsingh,
Thanks for your reply, Could you please give me one example