Word 2010
.docm document

When I go to File/Options/Customize Ribbon I picked Marcos in the "Choose commands from" dropdown list and select a macro I then click the Keyboard shortcuts: "Customize" button and nothing happens. My document is a .docm document. If I do the same thing in a normal document the "Customize" button works. What am I doing wrong? I want keyboard shortcuts for a few of the macros in my .docm document. Thanks.