Adding parts on the Fly

I am unable to add parts on the fly. In OE when adding a line, we
encounter a new part. I click on the spyglass next to the part in OE
detail, which takes you to the parts/browse window. I click "add" to
get to the Part Maintenance screen. I populated the parts screen and
click OK which takes me back to the Order Entry detail screen but the
part I just set up does not populate in the screen.

If I click the spyglass again and go the part/browse, I see the part
just set up but cannot pull it into the order detail. If I exit
Order Entry and go back in, my part is no longer set up, its gone.

I know we should be able to add parts on the fly during Order Entry.
Anybody else experience this?