How to Set Featured Image In post

I don’t know what happened to our wp installation, the interface for setting an image as featured has changed, and we can’t get the new one to work, if you clicked on Set Featured Image on the Add New Post interface, it takes you to a place you can select the image, but after selecting the image, it doesnt return you to the Add New Post interface, and you can’t do anything.

I wish I could post the screen shot here.