Yeah, it didn't seem to work for me when I tried last night.
You do capture the game data first?
Numpad 9: Capture Resources - you must use this option FIRST before
using any of the research options below. First, make sure you
are inside the Geoscape ship. Click on the Armory section of
the ship. Next, click this option and then click ESC to leave
the armory. The option activates and then deactivates in
about 2 seconds. You need to press ESC and leave the armory
before the 2 seconds is up.