Trouble with creating interlocking rings (olympic style)

I'm trying to make interlocking rings (olympic style), but every single time I go to the pathfinder  and click "divide", so that I filll in the overlapping areas of the rings with different colors, it ttells me "the filter produced no results, please select one or more filled paths" even though I already selected the three overlapping rings. Im in adobe CS5.
Please help!

Select the art and then grab the Shape Builder tool...
Then clikc-drag across sections you want to unify...
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