Problem With A Foreing Key

I'm a beginner in using SQLServer and I 'm trying to bring a db Schema
written for DB2 into SQLServer.
My problem is this: using a tool to translate the script for creating the
DB, I obtain the following code:

ALTER TABLE PROJECT.RSURETTA ADD FOREIGN KEY(VOCE )
REFERENCES PROJECT.RSANVOCE(VOCE ) ON DELETE SET NULL ON UPDATE NO ACTION

But, when I try to run the script the system says:

Incorrect syntax near the keyword 'SET'.

Can I assign a null value to an other table with a reference?

Thank you
Fede