Opening secondary windows with the GNOME File Manager

[msh <mmaa worldnet att net>]

I've installed the default GNOME setup that comes with RH 6.0  The GNOME
Help Browser (In the section titled: Moving Around the GNOME File
Manager) has a tip that says:
    "TIP: You can open a secondary window by using your middle mouse
button on any directory.  Press the
    middle mouse button (or both left and right mouse buttons if you
have emulation) on a directory in the main
    window and a new window will open showing the contents of the
directory you clicked on."

I've tried clicking on directories in the main window and just about
anywhere else I can think of and I never get a new window to open.

What am I doing wrong?  Everything else seems to work fine.