Setting up link tables with 3 references to other tables?

Hi, I'm trying to achive something a little tricky(?) here. Instead of
using the actual table names, I have replaced my "secret word" with
cake.

I have four tables cakes, cakecompanies, roles and
cakes_cakecompanies_roles

However this doesn't seem to work like I want it. When setting up the
relations for the table cakecompanies in the baking I got the
following suggestion for a relationsship: Cakecompany
hasandbelongstomany AniesRole. This should be just Role.

The last lookup-table I have these fields:
1. id
2. cake_id
3. cakecompany_id
4. role_id

The idea is that a cake can be baked by one company, but sold by
another. Or baked and sold by the same. Or even do more than one thing
together. The table cakes_cakecompanies_roles could be looking
something like this when a couple of inserts had been done.
id|cake|cakecompany|role
1 | 4 | 3 | 1
2 | 4 | 3 | 2
3 | 4 | 2 | 2
4 | 3 | 2 | 1
5 | 5 | 8 | 3

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