Seeing all of these answers is wonderful but I needed to ignore those foreign keys that already had indexes. To that end I had borrowed some code and modified it with some of the code here.
The major parts of this code really comes from: Identify all non indexed foreign keys
SELECT 'CREATE NONCLUSTERED INDEX ndx_' + FK.Table_Name + '__' + FK.Column_Name + ' ON [' + FK.Table_Name + '] (' + FK.Column_Name + ')' FROM ( SELECT Object_Name(a.parent_object_id) AS Table_Name ,b.NAME AS Column_Name FROM sys.foreign_key_columns a ,sys.all_columns b ,sys.objects c WHERE a.parent_column_id = b.column_id AND a.parent_object_id = b.object_id AND b.object_id = c.object_id AND c.is_ms_shipped = 0 EXCEPT SELECT Object_name(a.Object_id) ,b.NAME FROM sys.index_columns a ,sys.all_columns b ,sys.objects c WHERE a.object_id = b.object_id AND a.key_ordinal = 1 AND a.column_id = b.column_id AND a.object_id = c.object_id AND c.is_ms_shipped = 0 ) FK