normanb,
Be aware of that warning, but not too worried. The Paradox format uses record-level locking, rather than or file level locking, so you can enter detail records over time while still allowing others to enter new master records and their details. Put another way, the warning sounds severe, but it's something that Paradox actually handles very closely to the way we (as programmers) would like it to, so it isn't something you normally have to worry too much about.
There is a lock placed against the master record, but it's not an exclusive lock that prevents others from adding (or working with) other master records.
Paradox uses a hierarchy of locking, each more restrictive. The lock I think you're worried about is more of a "in-use" lock rather than an exclusive lock. It prevents the master record from being deleted while your adding details to it, but it doesn't prevent work on other master records.
Truth be told, it's something that's never really surfaced in my applications and I've had as many as a few hundred simultaneous users working in my applications. I've pretty much trusted Paradox to do the right thing and, in most cases, it has.
The unlinked details can provide some performance benefits, however, you will need to remember to override the dataInsertRecord action (if you're using UIObjects) and to copy the foreign key values during that process (probably after the Default behavior) in the detail tables.
The best way (ime) to manage this type of process works something like this:
1. Enter new master record.
2. Verify, post, and then unlock it.
3. Enter details as needed.
And your choice of avoiding auto-increment fields is a good one, for the Paradox format doesn't assign an AI value until the record is actually posted (hence the steps listed above).
Oh, one other technique comes to mind that you might find useful. Instead of placing the detail records on the same form as the master record, you might consider breaking the process into separate forms. Use a primary form for navigating, adding, and selecting master records and then (once the master record is taken care of) open a form containing the detail record information. Let the user interact with that as needed and then use a third form/report display everything when it needs to be pulled together. I've found this approach to be very helpful.
(People tend to cram too much into a single form. It's nice and convenient, but it adds a lot of overhead and can make things more difficult in the long run. As a former employer used to say, "Obey the L(east) A(mount of) W(work principle)." IOW, do the simplest thing you can at first and add complexity only when it's needed.)
Hope this helps...
-- Lance