Finding nearest distance

Hi,

I'm trying to do a simple operation but without any success.

I need to find the nearest distance between the range of a species and the British Isles. I have added the shapefiles for a) Britain, and b) the range of the species that I'm interested in.

I've tried to tackle this using the Proximity - Near analysis, but when I click OK, nothing happens at all.

Could anyone help me with where I am going wrong? I've checked all data is in the same co-ordinate system.

Thanks in advance.

J