An Outlining Goof

I am following this tutorial for outlining non-bitmap fonts in PSP8 as much like a good girl as I can! I created a new base with the color of the outline and put text on it, but when I go to "Selection -> Modify", expand is not an option (it's greyed out). The text it still selected when I do this, an unselecting it does not seem to help.

What am I doing amiss?

Thank you in advance!