How to configure relationships created by the User relationships module
User Relationships supports bi-directional relationships unless you have checked the "This is a one-way relationship" checkbox.

However, there is a bug in the current 7.x-1.0-alpha2 version, make sure you use 7.x-1.x-dev instead.

If the Relations module works for you, fine. But the main thing that UR provides is various user interfaces to request relationships, see/administer them in listings, approve them, see your relationships with other users when visiting their profile and tons of additional modules like integration with Privatemsg.

In fact, we plan on making UR just a fancy UI on top of the Relations project, but that's quite a way to go.