Parent child relationships are dynamically calculated based on their distance and mass. There is no way to force a body to be the child or parent of another.
NeutronStar is right: The bodies aren't close enough to each other. Press and hold the
Shift key to toggle the Hill Sphere (although this is not related to how the parent-child relationships are calculated).
What is the hill sphere?
http://en.wikipedia.org/wiki/Hill_sphereYou can
toggle parent-child lines by pressing the semicolon key (
.
Now move the bodies close to each other until the lines connect. (Hover your mouse over a body, then hold down the (M) key, move the mouse around to move the body, then release the (M) key to drop it.
And unfortunately at this time there isn't a full manual.