Extending Data Model Relationships

Hi, I'm working my way through

"Tutorial: Extend Data Model relationships using Excel, Power Pivot, and DAX Excel 2013" and I'm using Office 365 ProPlus

https://support.office.com/en-gb/article/tutorial-extend-data-model-relationships-using-excel-power-pivot-and-dax-cf7197d3-1938-490e-93fb-20371e8dd67a

and when I try and create a relationship between the Events and the Medals tables by dragging the DisciplineEvent field from the Events table to the Medals table in Diagram view I just get a dashed line and if I double click on it and try to make it active it says "Excel 16 only allows one filtering path between tables in a Data Model." The tutorial doesn't think there will be a problem at this point. See images attached.

Can anyone help please?

Thanks, Robin