Photoshop :: Pen Tool Cant Draw Outside Box.

I've been working with Photoshop cs2. And I've been following this Photoshop tutorial ebook, and one tutorial the author ask's to create a new file/image. Then to pick the pen tool and click on any spot outside the box/image and start a line path outside then draw in. I cant click anywhere outside the box the pen wont write outside. ONly inside.

I've tried everthing, crl, shift, alt..etc.. Am I not clicking on a tab, or somthing to make this not work? Am I using wrong Photoshop??