CS3 - Classroom in a Book - Help for real beginner please!

I'm literally only on lesson 4 of this course so please forgive my ignorance!  Using the Quick Selection Tool the course tells me to "  Choose Edit > Copy and Edit > Paste to paste the selection on a new layer."  I get a message which says "could not complete the Copy command because the selected area is empty".
I'm sure there is a simple explanation but I just can't find it - please can anyone help this pure beginner from going entirely mad?
Judy

Is the layer that you want to copy from the active layer?  In the example below I used the quick selection tool to select some of the image (you can see the "marching ants" in the lower right corner), but since a new empty layer is active and not the layer I want to copy from, the error message you describe is displayed.

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