Question about inserting configurations

I'm new to configurations so please bear with me.  I just created my first configuration with help from SolidWorks help.  When I insert it by dragging it into the Assembly from Windows Explorer I get this dialog box asking which configuration I want to use, but when I insert the part by going to the Insert Component button I don't get the dialog box.  Is there a setting I need to change?  I see that I can change configurations after the part is inserted by RMBing on the part and going to the Component Properties icon but this would be tedious if I was inserting multiple instances of the same component.  Any help would be much appreciated.

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