Can you post a screentshot of your timeline. There shouldn't be any issue.
The only thing I can say is make sure that the segment or segments are selected that you want to add the ConnectFX.
As Brian said, there should be no issues.
Please have a look at the movie on the Smoke Learning Channel, under the Getting Started Playlist, called the ConnectFX introduction. -- http://www.youtube.com/smokehowtos
This will show you how to apply ConnectFX (CFX) to the segment.
Regards
Grant
Can't find what you're looking for? Ask the community or share your knowledge.