The trick is to hold the mouse button down when selecting the dropdown box and only releasing over the menu option you want like [edit current...], [add new endpoint...] or selecting a different endpoint in the dropdown list. Basically perform a drag from the initial click of the dropdown until the menu is displayed and you are over the option you want to select. Works the same way in the Endpoint Value in the Properties pane too.
Clicking to drop down the menu and then clicking an option won't work (as you've found out).