How can I add an anchor point in vectors?

According to Flash MX Lesson "For Freehand and Illustrator Users", "To add or subtract points, move the pen tool over an existing path. The Pen tool plus (+) icon indicates that clicking will add a point. Click to add a point to the path."

But everytime I use the pen tool, select the path I want to edit, and hover my mouse over the path, the pen with + sign icon doesn't appear. Instead, the pen with a O sign appears. I can subtract points when the minus sign appears, on the other hand.

This is weird... yalp!