Customer Address CRM entity to custom entity ( CRM 4.0)

hi,

I am using at my developer environment CRM 4.0 Enterprise edition,  installed  On-Premise type. 
I have a number of custom entities that need to have Address.  I am not able to create relationship ( N:1) or (1:N)  from custom entity to Address entity. I cannot see Address entity in combo box.

Please advice,
Marek