Brian,
From the 'Create Circle' window, try entering the coords, deselesting the "Center at next mouse click" box, then placing your circle. Then zoom in, and you will find your circle; it threw me off initially, since the 'Create Circle' command leaves you in the Circle Tool (as opposed to the 2D selection tool) after it places the circle. It seems like it wants you to draw a circle, even after you've entered all the coords, but this is only because it has left you in the tool. Hope this helps.