Well, because challenge has not that option enabled (gladly), it doesn't work. Start in regular and you'll be able to add the monsters--
Now, about the newbie thing, the best thing you can do is talk to some of us to play with us and try to learn why we do some stuff (like doing the Rush for the head campaign with two (it takes more cooperation that you would guess, more of a... explode the flyers with grenade!)
Normal coop fails because everyone will just go +forward (+forward = Going always ahead, without thinking/stopping, could be considered as rushing) because if they die, they'll just respawn with the guns. So, the magic of coop or die is you lose those so you actually try to NOT die