You gotta set up the program you want the samples to go to and have it selected in your main screen in the current track.
Its easiest to make a new empty program on track 1 then record the sample as explained above. This will record the sample and then you select assign to pad, hit the pad and the whole sample is on the pad you hit.
But alternatively you can select KEEP after recording the sample and just go to TRIM mode the last sample you recorded is the last sample you can select. This allows you too chop the sample and then assign the chopped sample to certain pad(s) as apossed to havin one long sample on one pad.
Remember though always have the program you want to assign your samples to selected in the main screen otherwise you assign a sample to a program that doesn't exist.