I just created the shape you're trying and it worked here.

Are you drawing your square with the Rectangle line tool or the Plane or Polygon tool? Only use the line drawing tools. The Plane and Polygon tools will not work for Gordon implementation.

Also, be sure to exactly follow the prompts that are shown in the Property tray after you select the Gordon too. They don't mention anything about points and you said you were clicking on those too. ;-)