Fleets won't move in Tutorial 2

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I just got this from Amazon.com today.

I completed Tutorial 1, but I can't get the fleets to move in tutorial 2. I right click on Calcutta, and near the Canaries, as directed and I hear "Off to India" or whatever, and nothing happens. I waited for some time...

My PC is a Core 2 Quad 6600 with 2GB memory running Windows 7.

 

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Just a guess, but I think the game always starts paused. You have to click the time compression up arrow at the top of the screen so the little time box show a 1,2 or 4.