Limitation of foreign-key constraints in SQL Server 2005

I encountered a limitation to how you can set the on-delete and on-update constraints for foreign-keys in SQL Server 2005. I have a table with 5 foreign-keys, all targeting the same column. I wished to have on-delete and on-update "Cascade" for all of them, this however was not permitted. Only one of them could have the cascade property set, the others I left with "No action" .