I tried to do that on my SQL 2008 where I have administrative privileges, and it works exactly as you described. So it may be a permissions issue. Do you see any messages/warnings/popups?
You can also add a column using T-SQL with this syntax - you would get an error message if you don't have the required permissions:
ALTER TABLE YourTableName ADD YourNewColumnName VARCHAR(32); I should not have tabbed away from Chrome without clicking "Post" button, or I could have beaten Fred ;)