why can't i insert a part in a multibody part if this is inside an assembly?

As from the title, i'm trying to design an object as multibody and then convert to an assembly, but this:

2013 SOLIDWORKS Help - Inserting a Part into Another Part

works just if i made a part in a new file, not i'f i'm working into some assembly.

What am i doing wrong?

SolidworksParts And Features