R210Sp1 and R2011 exhibit a rather annoying regression when it comes to placing feature control frames (FCF) and datum ID symbols in an associative way to ordinate dimension extension lines.
The problem neither exists in R2009 nor in R2010Sp1. However it gets introduced when you apply R2010Sp2.
The problem is that you can no longer anchor the FCF or Datum to the dimension extension line.
The workaround is relatively simple though: simply select the ordinate dimension prior to placing any annotation (FCF, datum, etc.).
Note for R2010Sp2 users:
in Sp2 the ordinate dimension set is automatically de-selected upon annotation placement, so in order to be able to use the workaround you need to upgrade to R2010Sp3 first! R2010Sp3 is not available yet but will be released soon.
In summary here are the steps:
1. Select the ordinate set dimension
2. Select the desired annotation command (FCF or Datum)
3. Hover over the ordinate dimension set extension line until a constraint icon appears
4. Place the annotation on the dimension extension line at any point or on a green dot
Here is a short video that demonstrates the workaround.