You can make your stroke smaller than 1pt. No problem
The only problem is that your ‘regional language options’ are different from your Illustrator version.
First of all you can always manually type in your stroke weight, if selecting the weight doesn’t work.
Short way:
Do the things the picture tells you
https://img29.imageshack.us/img29/9060/fixedvss.jpg
Long way (with explanation):
To fix this go to the Control Panel, and choose “Regional Language Options”
Next select the tab “Regional Option” and then press “Customize”
Look at your stroke weights in Illustrator, see what punctiuation is used for smaller strokes than 1pt.
If for example there is a komma used (0,25 pt), you change the “Digit grouping symbol” also into a komma. The same procedure is used for a point.
https://img29.imageshack.us/img29/9060/fixedvss.jpg