If by select you mean selecting the folder and clicking OK when prompted to do so, then yes, I have selected the folder. I am wondering if my running on Parallels might be the issue, but it should not, and I was having the same issue on a Windows desktop yesterday.

Of course, there might be a chance I am using it wrong. This is what it looks like at the start:



I don't doubt it is working properly for you, so I can only assume I am trying to do something wrong.