The first question is, if you are using a FPGA family that allows clocking of PLLs from global clock networks, e.g. Cyclone 3? Other wise, it simply don't work. Did you try, to assign the output to the PLL? In many cases, Quartus performs the assignment automaticly, if ever possible. If Quartus doesn't for some reason, but the assignment is supported by the FPGA hardware, you can assign the PLL location in assignment editor.
Regarding Rysc's comment, I'm using dedicated PLL outputs where applicable. The only advantage is, that they have less routing delay and skew. So you get an early clock, that's often required to drive external registers without particular fitter effort. Jitter of PLL outputs isn't really low anyway, and don't get considerably worse when using regular IO, I think.