Blender v2.7.3.8 Bezier Curve or Path to Bevel Object Drop-down Empty

I have tried to solve this issue by looking up forum answers or Youtube videos.

I have created a bezier curve and also a circle. When clicking on “Curve Data” and then selecting Bevel Object: under the Geometry section of “Curve Data” the circle I created does not show up. There is nothing in the drop down.
In previous versions, I had no issues with this. I had v2.7.2 and thought perhaps it was a minor issue so I updated to v2.7.3.
Because the circle does not show up I can’t extrude along the path or curve.

I am running Ubuntu 14.04 LTS

Any help appreciated.

Did you add a mesh circle or a curve circle? It needs to be a curve object