You know we could hear you typing so you could have just asked the question out loud right?
First thing - you need to show your info box. Without that you're driving blind. Look in the Window> Palettes menu.
From that you can confirm that your dimension's construction type is set to Linear.
From there try to dimension to end points so that when you click you get a little round dimension point (like you did on the right). Once you have at least two points you can hit the OK button (in your control box which you should also turn on) or double click to finish the dimension string. Then you can hammer it down to place it.
Cheers,
Link.