help!

okay, i have a problem with blending. i know how to do it and everything, but when i do the modify-feather- and then start pressing deleate, it doesnt blend. theres just like a light that comes up. and i dont know why. heres an example:







does anyone know whats wrong? ive tried it with different pictures as well, and it always does the same ting. (i use psp8)