It works for me in 2009 SP4.1 Did you pick the mesh/Cloud/File first?
Yes, I've done this many times. I went ahead and did it in 2010 because I had to get it done, and then rebuilt the part back in 2009. Something's wrong. Haven't reinstalled 2009 yet to see if that fixes it.
It was highlighting the plane and point fields at the same time, and would allow multiple points to be selected in the plane field, but would not select both planes and points.
Somebody owes me a weekend.