Copying a color to the Color Palette ??

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Hello...

The Max 5 Docs says:

"Copying a color to the Color Palette

* Control-click anywhere outside the window. The color you clicked on will be copied into the color editor. "

I can only assume that the color palette window has to be open for this, but I cannot seem to get it to work. Control-clicking outside a window just closes the palette window. Any Ideas why? I'm probably missing something really obvious.... again.

This is on windows XP

Thanks

Matt