Hi Nigel, the problem seems to be that the fin and the plane are not actually joined together...

It may be easier for you if you use a box rather than just a plane, because the boolean operations are more oriented towards combining volumes together and a single plane is not a closed volume.

When you do a boolean with a solid and a surface like this, the solid can get cut up but not necessarily combined automatically with the surface. Something like that happened in your case here, if you look at your fin from underneath you can see there is kind of a separate piece at the bottom sticking out:



So maybe select and delete that bottom extra piece to get it out of the way.

Then you are left with a plane that has a hole in it and the fin. But they are not connected together yet into a single object, for example if you click and drag on the plane you will see you can drag it around separately from the fin.

You need to connect these together into one joined piece, to do that select the fin and the plane and then use Edit/Join to glue them together at their common edges.

When you use surfaces in your modeling instead of only solids, you will often need to use Join to glue the pieces together.

Once those are joined, there will be a common edge that you can select:



And then fillet:




This all tends to be a bit easier if you work more with volumes, since the booleans can figure out which pieces to discard and which to glue together automatically more easily when the objects being booleaned are all solid volumes instead of surfaces.

When you work with surfaces instead of solids, you'll tend to need to use Join more often and sometimes it may be easier to use Trim to cut surfaces up rather than the booleans.

Hope this helps!

- Michael