Security Sale Problem

[subscribe307 at verizon.net]

I have set up an account for a security, a bond in this case classed as 
a mutual fund and entered a purchase in the account register.  Now I 
want to record a sale which will be in the future.  In the account for 
this security I enter the sale with the asset account name, cost, number 
of shares, and total proceeds.  Everything is OK.  Next, according to 
the documentation I need to enter the asset account name again with 0 
shares and 0 share price to record the profit.  when I do this a dialog 
box comes up that says  "The account does not exist. Would you like to 
create it?"
I originally generated the account before the purchase entry and am 
making the entries in the account register.  I have checked to make sure 
the asset account name is exactly correct. 
This is the first time I have tried this so I must be doing something 
wrong.  Can someone suggest what may be causing this error?
Mike