Sketch relations relative to user-defined coordina

I'm trying to use a user-defined coordinate system to do various things. Primarily, I want to be able to add forces in Simulation using one of the axes as a reference axis. However, Solidworks doesn't allow you to select just an axis from your coordinate system.

So I figured I'd do a 3D sketch with lines in each of the axes' directions. However, I can't for the life of me get this to work.

Solidworks help says:

To change the coordinate system for your 3D sketch, click the desired sketch tool, hold down the Ctrl key, and click a plane, a planar face, or a user-defined coordinate system.

If you select a plane or a planar face, the 3D sketch planes rotate so that the XY sketch plane is aligned with the selected item.

If you select a coordinate system, the 3D sketch planes rotate so that the XY sketch plane is parallel to the XY plane of the coordinate system.

If I start a 3D sketch while the coordinate system is selected, I get the cursor like I should choose a plane (the same one you get if you start a 2D sketch without choosing a plane first). I can also get the same behavior if, as suggested, I select a sketch tool (say, line) and CTRL-click on the coordinate system. By pressing TAB I can see something changing, but all three axes are "selection green" so I don't know which plane I'm supposedly selecting.

Am I missing something, or are coordinate systems total crap? I want to draw three lines, have their common point be at the origin, and each line along one of the three axes (like the "Along X", etc., relations). Clearly the relations always refer to the global coordinate system.