The 2001 version of Pro/MECHANICA Integrated Mode does not allow internal heat loads, this must be done in Independent Mode. If a load or constraint is applied between two mating surfaces the following error will result.
If you transfer the model to Independent Mode you may then apply heat loads to an internal surface. You will also need to finish the analysis in Independent Mode.
Volumetric heating or heat generated by the volume will also need to be performed in Independent Mode. In this case you will need a meshed model. Creo Simulate only allows the load to be applied to the elements not the geometry.