I'm not sure what software you have available, but the basic procedure we use for MSC.Patran is:
Results-->Create-->Freebody-->Loads (assuming this is the tool you want to use)
1st block of options: Select results case, type, and whether to transform
2nd block of options: You can choose to...
I found my issues were tied to automatic inferred constraints that I found quite unintuitive. Showing all constraints helped me get started on finding the issues, but I had to really dig in and investigate each feature in the sketch to resolve the issues.
I ended up leaving the often helpful...