Apple Logic Pro /LogicExpress Discussion

Using Express 6
Logic's directions for creating a floating window are:

you can open any other window as a float window by holding down option when you open 
the Windows menu-not when opening a window by key command.

This would be nice if it were actually true.  

I have tried other things like control, shift, command,  and combinations of those.  But I 
cannot get a window to float  (like the transport)  I assume that's what a floating window 
should do - act like the transport.

Is this a known problem for Express 6?