Append function not working properly?

Hi all, I've just come back to Blender, after not using it for a long 
time & for some reason can't get the Append function to work. I tried 
it with version 2.43, then went back to version 2.34, and it still 
didn't work. 

I think I'm doing it right - SHIFT + F1 or click on "Append and Link" 
from the File drop-down menu. This brings up the screen where I can 
select what I want appended. Then I click on "Load Library" and the 
screen goes back to my original file. However, I can't find what I've 
just appended! 

This could just be me being dumb (and not for the first time!) Or is 
this a problem anyone else is having with the later versions of 
Blender? Or is it the fact I'm still using Windows ME? I'm sure Append 
used to work all right...

Thanks in advance for any feedback!
All the best,
Alex