Are you left-clicking (selecting) the second line? If the FILLET radius is set to 0, after picking the first line, and hovering the cursor over a potential second line, the green "X" appears to show the meeting point should that second line be selected. But you still have to select it to execute the command.
If the FILLET radius is not 0, instead of the green "X", you will get a preview of the arc segment that would be drawn if you selected the second line over which the cursor hovers.
David Koch
AutoCAD Architecture and Revit User
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