Now, if you are not doing a real Cross-Dissolve, what do you intend to happen? Do you want a Dip-to-Black instead, or something totally different?
What will Clip A "dissolve" into? What will Clip B "dissolve" from?
Maybe I am missing something really easy here.
Can you use the Transition Effects Window to position your :transition?
dble Click on the Transition to open the Window.
I'm slightly embarrassed to say that I never knew about the Control key modifier for drag-and-dropping transitions! I just tested this in CS5, and it does indeed work. I put two clips end-to-end, and holding Control down, dragged a cross dissolve to the outgoing/A clip, and then one to the incoming/B clip. The net effect is that the A clip fades out, and the B clip fades in, instead of being a double-sided cross dissolve.
I'm not sure why it's not working in your case (footage, maybe?), but it certainly works here, and I learned something I've been pining for for almost three years!