Normally you would see a dialog allowing you to navigate to and choose one or more baggage files to add. It's possible that this dialog is presenting, but in an area that is off the visible part of the screen.
Does your keyboard sport a nifty little key with a Windows logo on it? If so, when things seem to lock up, try pressing and holding that key while you also press the left arrow key once or twice. See if that action coaxes a hidden dialog back onto the visible screen area.