I'm using Inventor 11, SP2.
 
I'm having trouble creating a broken section view.  Here's what I've done so far. 
 
I have created a Work Plain through a tapped hole in the model.  I then created a sketch in the model on the new Work Plain, sketching a closed section.  Everything appears to be saved correctly.
 
In the drawing, I select the view in which to display the broken out section and receive the message "This view does not contain a sketch with a closed profile."
 

You can do the following:
1. In .idw enviornment select the view that you wanna create a "broken section view".
2. Click on CREATE SKETCH tool
3. Draw a sketch that will be used as reference.
4. Finish Sketch
5. Select the BREACK OUT tool
6. Select the VIEW
7. "Boundary" -> select the profile (sketch)
8. "Depth" -> Reference depth to create the "break" the reference can be taken of another VIEW, or simply entry with some value.
9. "Display" -> visualization option
10. Click OK.