Swept cut with a Helix to make threads in Solidworks 2011 not functioning.

Hi there,

I am trying to create a thread in Solidworks 2011 using the helix and swept cut commands. I followed this tutorial (Solidworks modelling of M10 bolt a simple demo to start with - YouTube ) step by step, but mine does not seem to be working. There is no preview when I do the sweep cut, even though I have the triangle and helix selected. It works if I use the circle sketch, just not the triangle for some reason.

Is there a step I am missing? I copied exactly what the Youtube video did (he used a triangle too) and his showed the preview and worked. When I try pressing the green check mark, I get the message "Swept operation failed to complete"

Cheers!

SolidworksParts And Features