URGENT: referential integrity problem

Hi,

I have 2 tables, in the first one I have field that points to the table
key from the second.

I the forst I have ~ 1M records and in the second 100K.

I start one update over the first table on anoder field ( not on the
reference field).

After few min. pg drops with:
ERROR:  <unnamed> referential integrity violation - key referenced from
a_table1 not found in a_table2 !

My questions:

How is it possible, that pg do not check the references by inserts?

How can I check the db integrity for all tables at once ( I need to be
sure, that do not exists any problems. It is production server).

regards,
ivan.