You have to have leaders turned on and drag the end of the leader to the edge of the view. With Datum's just pick the edge and the Datums attach themselves.
That works only if I leave the feature control box in the same location. As soon as I slide the feature control box along the entity the leader shows up. Also If I wanted the flatness to apply to a datum then the feature control box then i Should be allowed to attach it to the top of the datum. But SW 2004 will not allow this attachment.
Yes, I know what you mean. You need a feature, so that the GDT will be attached. Even if you dimensioned to a common plane, the control box will not attach to a plane. I've put in an enhancement request already, maybe you should too? Also, I have found that the GDT boxes can not be rotated. Awful when you have many! angled surfaces. So many leaders and boxes all over the place, makes for a messy drawing. Sorry I could not help much.