Flash Catalyst and Illustrator Editing

Hi! I am building an interactive map of Canada and when I import a vector from Illustrator into catalyst and create a new roll over button, it wont let me edit in illustrator. It simply tells me to click "finish" in illustrator when done. It only gives me the option to cancel then nothing happens. I have watched many tutorial videos and know that my vector is supposed to open in illustrator, but nothing happens.

Any help or advice would be much appreciated!

Thanks!