How to Add arrows to a connector?

I followed the Visio instructions under "Add arrows to a connector"

Select a connector > Format menu > Line > Line ends: choose arrow > OK

But an arrow does not appear on the ends of the connector. And when I open
the dialog box again, I see that the Line ends was not saved, it says

Am I missing something?

I am using "UML Use Case" "Communicates" on Visio Professional 2003 Trial

Thank you.