Running multiple actions in a batch process

On Adobe's site in the help section, on actions, it states:

To batch-process using multiple actions, create a new action, and record the Batch command for each action you want to use. This technique also lets you process multiple folders in a single batch. To batch-process multiple folders, create aliases within a folder to the other folders you want to process.

I have tried to follow these directions, but for some reason, I'm not able to record the batch command. When I create an action and start recording, the batch command is blanked out. I can insert using Insert Menu Item, but it still does not work.

What am I doing wrong?

thanks