What do you mean by 'not able to link'? How are you trying this? In what state is your Problem?
I just tried on my instance and opened a 'fix in progress' Problem and was able to add incidents, changes and even other problems. So OOB there is no issue doing this. Without more information, it will be hard to assist.
Please mark any helpful or correct solutions as such. That helps others find their solutions.
Mark
