I can edit my user dictionary using the steps you describe.
Perhaps either your Operating System User account permissions are prohibiting changes to the dictionary file or you have filemaker open with a password that is not Full Access.
Try creating a new user dictionary on the desktop. If that works then Vista or W7 is permissions are probably blocking the folder. You may be able to "Take Ownership" of the blocking folder ... Program Files > right-click on folder > Properties ... Take Ownership.