Why do I get no "create new animation" popup if i drag sprites on a Gameobject?

I am using Unity 5.1.1 and want to go on with that tutorial: https://unity3d.com/learn/tutorials/projects/2d-roguelike/animations

But everytime i want to apply Sprites from the assets i get no popup how i want to name the animation and where i want to save it.

Can anyone help me please?

The suggestion mentioned here: http://forum.unity3d.com/threads/forming-new-animations.333397/
is that this behaviour was deliberately changed in 5.1.1. The best way to rename the animation is to have it selected in the project tab and then press F2. You’ll be able to rename it and then of course just drag it into the correct asset folder.