Extruded cut on a non planar surface?

Im supposed to construct this on Solidworks
http://i1097.photobucket.com/albums/g357/princejan7/Snapshot_20130210_zps2c6a3b57.jpg

But when I try to make that cut on the face of the cylinder, it says it can only be done for planar surfaces? What should I do?

SolidworksParts And Features