In order to create a related record from the customer table, the id_customer field has to match what is in Customer::ID_Customer and Opportunities::ID_Customer.
You can either create the record through the relationship.
Store the ID_Customer in a variable, create the record in Opportunities by going to a layout based on that table, create record, then set the ID_Customer field with the ID you stored earlier.
Assuming Customers and Opportunities are related to each other by Customer ID and that "Allow creation..." is checked for the Opportunities side in the relationship, this should work.
I misread the question! What you described should work. Can you post screenshots of all the relevant windows (Browse view, layout view, value list definitions, relationship graph, open relationship dialog, etc)?