You didn't say which option you are trying to use. Extend to curve, extend by distance, or extend dynamically. The Extend to Curve has you select the curve to extend to first and selects it, then you click on the end of the line to be extended, the line doesn't highlight but the drawing assistant will display an "on" when you are on the line. Extend By Distance will open a Distance data box in the prompt window, enter the distance there and click on the line. Extend Dynamically will highlight the line when selected, just grab the line end and drag it. The linear option will make you drag the extension straight in alignment with the original line. Quadric will result in an arc/circle, Cubic will give a combination of arcs and lines.
One other note for Pro and deluxe users when using the "Extend To Curve" option is the line to be extended and the curve to be extended to must be planar.