3ds Max :: Sub-object Animation In Set Key Mode

I am trying to animate an object in sub-object mode, using set key, but can't get the keys to animate. In the 3dsMax Help Documentation, it says the following:

Using Set Key with Sub-Object Animation

When using Set Key with sub-object animation, you must first assign a controller before creating a key. Sub-objects do not have a default controller assigned upon creation. The controller is assigned by animating at the sub-object level.

To animate a vertex using Set Key:

Create an editable spline.
Select a vertex.
Turn on Set Key mode.
Move the selected vertex.
Click the Set Keys button.

Now a controller has been assigned to the vertex. From this point forward, you can animate.

I tried the above process with a line converted to an editable spline, and still can't get the keys to stick.