How to insert a new object into an entity and create a relationship to an existing object in another entity in Core data Relationships

I am wondering if anyone would be kind enough to help me with a core data related problem. I am building a iPhone app and now need to create a relationship from one entity to another.

I am new to core data, objective c and quite frankly the whole app development process so if you do have an answer please bare in mind I may find it hard to understand :-( I have spent a very long time scanning the web and reading Apple's documentation and just can't get my head around this problem.

Any help would be very much appreciated, thank you.