Fillet between line and ellipse segment

I have created an ellipse and divided it into arcs/segments.  I've placed a line intersecting one of these arcs with the intent to round the corner.  When I select the Fillet tool, I can select the first object (line), but when I try to select the second object (ellipse segment) the preview fillet is only a circle at the center of the ellipse.  When I click the ellipse segment, it places a circle at the center of the ellipse.  I'm unable to create a fillet between the ellipse segment and the line.  Am I doing something wrong?