I used CREO 3.0 on windows 10 with i74790k processor and GTX750 2gb video card.
I should note that I tried to do the project on my laptop as well and had the same failed results. I moved to my desktop and it still would not work.
I will list the steps I took using a circle. The original problem used a rectangle with fillets of equal size (the cross-section of a 2x4 piece of lumber).
1) set working directory to a place in Documents.
2) New sketch -> circle tool -> set radius to 10units -> save.
3) New Part -> extrude -> select plane -> "File System" from the "Get Data" ribbon" -> insert image, Set the scaling to 1, click "ok" -> image loaded and I could extrude.
These are the steps I did previously, however, only my steps went as:
3) ... -> "insert image, set scaling to 1, click "ok"' -> image failed to load.
No window appeared, but in the lower left bar, the very bottom of the monitor if you have it full screened, it displayed the message "Section Regeneration failed. Ambiguous sketch."
***Update***
After performing the test with the circle, I restarted Creo and attempted to extrude my original rectangular sketch again. It loaded and could extrude. I changed nothing from my original attempt earlier this week.