Pathfinder problem in Illustrator 9

[ayanroy]

hello friends,

I am a newbie . I am having some problems regarding pathfinder option,

it is ok while working with pathfinder pallete,

but when I am going Effect-->Pathfinder--->

it shows some error message "Pathfinder effects could usually be applied to groups, layers or type objects.This may not have any effect on the current selection."

I have grouped the object also, but the error message continues.

now, any idea what's wrong ?????