Trajectory milling - cutter doesn't follow contur in z-direction (Creo 3.0)

Hello,

I tried to trajectory mill with 3 axes in PTC Creo 3.0 a contour (see image below) like in this tutorial explained:

Tutorial: Using the User Interface for Trajectory Milling

The problem that occurs is that the cutter stays in z-direction at the reference plane and does not follow the contour in z-direction. It is only 2.5D milling and not 3D.

Any idea how I can change this?

Here's a screenshot of the settings:

http://www.imgbox.de/users/public/images/5BEHscQJLI.JPG

Many thanks for your help!