I don't really know how to describe the situation, but when I use the World Builder it opens fine, and then I can't create a new file... It starts an "Open" window and wants me to locate a "Mod project file (*.sgb)". Everything else works just fine ingame, and I do have a few mods that work fine as well. I've never been able to use World Builder and I'm getting a bit frustrated at this simple problem.
I had bought the CoH Anthology and the game is patched to 2.601.
Here is a picture of what happens when I click File > New Singleplayer Map.