I have clean zabbix 1.8.11 installation, 2 templates.

Template A, trigger ping router.
Template B, trigger ping host.

If I add depedency for trigger ping host from templaty B to trigger ping router and try to link template B to host, i've got error:

-Trigger in template [ B ] has dependency with trigger in template [ ping ]
-Cannot link template
-Host update failed

If a remove depedency and link template to host, and after thet try to add depedency, i've got such error:
-Not all Templates are linked to host [ host ]
-Error adding dependencies. Following dependencies are not allowed: 1) from a host trigger to a template trigger; 2) from a template trigger to a host trigger; 3) between template triggers, where templates have links to other templates.

Looking at error:
1) no
2) no
3) no, templates hasn't any links to another templates, only for host - maybe here is a trouble in a check of frontend?

So as in a thread on forums: http://www.zabbix.com/forum/showthread.php?p=99099