bake to keyframes problem

Hi, I have one problem that is driving me crazy. I made a wrecking ball colliding to some boxes. I did everything right in rigid body settings, everything is working. I press alt A and the ball collide with boxes how is supposed to but when I append this things to another file it just stops working, I’m trying to bake it into keyframes but it does nothing, stops working. I just cant get this wrecking ball in my final animation. Can somebody help me?

Please supply a demo .blend file for review

I don’t know how :\