Thank you for your response. I'm using v.3.7 Community. The steps shown in the video are exactly the ones I followed, only with me no link was inserted.
I tried it in a blank Generic Content Control and all worked well, went back to the one I was having trouble with and still having trouble.
OK, I tracked down the problem. I had designed the content in an external editor and copied it into the control because I needed some custom HTML, in that HTML I had wrapped some items in empty anchor tags thinking I may have to hand code the links. The editor did not remove the empty anchor tags, which was causing the insert document to not work.
Here is the resulting HTML from the RadEditor when trying to remove the empty anchor tags and associated text