Mirror - I must be missing something

When I try and do a "Insert Mirror Part" in both SW2010 and SW2012 and "Break the Link" it gives me the following warning "The base part of feature(s): Part1_Mirrored contains features which cannot be recreated.  No new features will be inserted."

We have been using mirror bodies but the cosmetic threads do no mirror in SW2010.  Also when you click on a feature it does not highlight in the tree. Using Insert mirror part it does.  We do a lot of weldments and it appears you can not break the link and get all the features to come with the mirror.  Is this true or am I missing something?

Thanks,

Bill

SolidworksWeldments