We present an annotation management system for relational databases. In this system, every piece of data in a relation is assumed to have zero or more annotations associated with it and annotations are propagated along, from the source to the output, as data is being transformed through a query. Such an annotation management system is important for understanding the provenance and quality of data, especially in applications that deal with integration of scientific and biological data. We present an extension, pSQL, of a fragment of SQL that has three different types of annotation propagation schemes, each useful for different purposes. The default scheme propagates annotations according to where data is copied from. The default-all scheme propagates annotations according to where data is copied from among all equivalent formulations of a given query. The custom scheme allows a user to specify how annotations should propagate. We present a storage scheme for the annotations and describe algorithms for translating a pSQL query under each propagation scheme into one or more SQL queries that would correctly retrieve the relevant annotations according to the specified propagation scheme. For the default-all scheme, we also show how we generate finitely many queries that can simulate the annotation propagation behavior of the set of all equivalent queries, which is possibly infinite. The algorithms are implemented and the feasibility of the system is demonstrated by a set of experiments that we have conducted.