Inserting movie clips

I made a movie and saved it. I made a second movie into which I wish to insert the first movie. I´ve gone to Shapes-insert movie clip and done so but when I click back over to the main movie only the second movie is seleceted and the stage has shrunk to fit it. What else do I need to do. I´ve read a couple tutorials but can´t seem to make this happen.

I assume you want the first movie to be inside a movie clip of the second movie.

In the second movie
Shapes > Create new movie clip
File > Insert KoolMoves movie