One or More of my Layers are Locked or Hidden - What do I do?

In this particular tutorial, Save for Web, Mat instructs students to copy the logo, spaceman, rubik's cube, and pie chart to the new layer that is called "Save for Web." However, whenever I try to do this with my arrow key (the one you get when you press "V" on Windows), I get a strange pop-up window that says the following:

"You are attempting to paste or drag into one or more layers that are locked or hidden. Do you want to unlock and show all appropriate layers?"

This popup happens irrespective of the hidden or visible status of the bottom layer, in this case the "home page," layer.

The only way for me to successfully paste the new images is to click "yes," on this pop-up window, and when I do this, I get the new layer stacked on top of the old layer (both are visible when I do this). This is clearly not what Mat is going for in this particular lesson.

What should I do?

I'm using a windows Toshiba laptop computer and I'm using the latest version of Adobe Illustrator (Adobe Illustrator Artwork 18.0??). Not sure how relevant this information is, hahaha.

Any information you can provide would be much appreciated.

Thanks so much,

Todd