Address relationship with custom entity

Hi

We have created a custom entity and we would like to create a similar
relationship that accounts have with addresses. We would basically want to
enter multiple addresses for the custom entity. I have noticed that this not
possible simply by creating a new relationship. You actually cannot create a
new relationship with the address entity.

I was wondering if anyone has attempted this before. I guess we could create
a new address entity which would enable us to enter multiple address for the
custom entity. I would prefer not to do this though.

Any suggestions?

Thanks alot
Mark