Shawn.
This is very close to the instructions in the Help files provided with Pro/E. To make sure I understand you, I need to rewrite the instructions you’ve written, so here goes:
From your working model, open a second window containing the model from which you would like to copy geometry. From your working model, select Edit/Feature Operations, and then select Copy. The Copy Feature dialogue box opens and you select New Refs/FromDifModel/Independent/Done.
Two little boxes will appear. They are the Menu Manager, which is set to “Copy”, and another one, named “Select/OK” which prompts you to select your desired geometry.
Move your mouse over the second window, if the cursor becomes a barred red circle, ignore the fact, and click in the second window. It will become active. The two boxes
Menu Manager and Select must be still visible.
When the geometry is all selected, click “OK” in the little box, and “Done” in the Copy Feature Box which appears. They you can sit back a smile, because nothing happens after that.
Start again if you wish.