Trajectory milling - cutter doesn't follow contur in z-direction (Creo 3.0)

[Sigma1990]

Hello,
I tried to trajectory mill with 3 axes in PTC Creo 3.0 a contour (see image below) like in this tutorial explained:

http://learningexchange.ptc.com/tutorial/3461/using-the-user-interface-for-trajectory-milling

The problem that occurs is that the cutter stays in z-direction at the reference plane and does not follow the contour in z-direction. It is only 2.5D milling and not 3D.
Any idea how I can change this?

Here's a screenshot of the settings:

http://www.imgbox.de/users/public/images/5BEHscQJLI.JPG

Many thanks for your help!