I recently tried the paint effects brushes so try this. Create a poly box. Press the number 6. Then with the box selected goto Paint Effects>Make Paintable. Then goto Paint Effects>Get Brush (Or something like that). Pick out a brush and then hold the cursor over the box and start making strokes. I did this exact thing and I had no problems.

I didn't have to click on any "paint scene" or "paint on selectable" so I'm not sure what those are at the moment (I'm at work). I use Maya 8.5 so maybe it's different for me if you have an older version of Maya.

Anyway, I hope this helps you out.