Fluent NHibernate HasMany not updating the FK

I'm using latest Fluent NHibernate lib (0.1.0.452) and I have a problem with saving child entitites.

I think this is rather common scenario… I've got a parent with mapping:

HasMany<Packet>(x => x.Packets)
            .Cascade.All()
            .KeyColumnNames.Add("OrderId");

and a simple Packet class that (in a domain model and FNH mapping) doesn't have any reference to the parent.
What gets generated is a correct Packets table that contains a column named OrderId.
What doesn't work is the saving.
Whenever I try to save parent object, the children are also saved, but the FK stays untouched.
I checked the SQL and in INSERT statement the OrderId doesn't even appear!

INSERT INTO KolporterOrders (CargoDescription, SendDate, [more cols omitted] ) VALUES ('order no. 49', '2009-04-22  00:57:44', [more values omitted])
SELECT LAST_INSERT_ID()
INSERT INTO Packets (Weight, Width, Height, Depth) VALUES ('To5Kg', 1, 1, 1)
SELECT LAST_INSERT_ID()

As you see the OrderId is completely missing in the last INSERT.

I also checked the generated NH mapping and it seems it's ok:

<bag name="Packets" cascade="all">
    <key column="OrderId" />
    <one-to-many class="Company.Product.Core.Packet, Core, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null" />
</bag>

I tried setting Cascade to different values. I even added References to the PacketMap (FNH mapping class).

Any ideas why the OrderId is not being inserted?

Edit: forgot to mention: I'm using MySQL5 if it matters.

Edit2: The above FNH mapping generates hbm with bag (not a set) – I edited it.
The C# code used for saving:

var order = new Order(); 
NHSession.Current.SaveOrUpdate(order); //yes, order.Packets.Count == 1 here

///Order.cs, Order ctor
public Order()
    {
        CreateDate = DateTime.Now;
        OrderState = KolporterOrderState.New;
        Packets = new List<Packet>();
        Packets.Add(new Packet()
        {
            Depth = 1,
            Height = 1,
            Width = 1,
            Weight = PacketWeight.To5Kg
        });
    }

the session gets flushed and closed at EndRequest.