Problem with selecting target for report link

I'm not sure if this is a new problem but I was going through the online training video RE02: Relationship Advice.  I got to the point where I am trying to set the field relationship for the report link and I am running into an issue.  I click the Select Target and the screen pops up and populates.  I am able to click and select a application with the radio button.  That being said though when I select "OK" nothing happens.  It doesn't matter which application I select the OK button just doesn't work.