Blending is tricky. I think you'll need to include a packaged workbook (or publish one to Tableau Public).
The 'join' accomplished by blending is a LEFT JOIN, meaning that the combined set will include all rows from the primary source and only the rows from the secondary source that match on your key field(s).
One thing to try: Be sure to add one of the common dimensions (one of your key fields) from the primary data source, before trying to add anything from the secondary source.
Thanks David. After experimenting I discovered what you said here - you have to add the common dimension from the primary data field before adding the second source. Once I did that my little link icon showed up. So I think I have the blending down. Thanks for your help. Now I have a new problem! Will start a new post if I need help with that one.
Really appreciate the reply.