It is working as expected . The 2960 8 port switches "do not" support Gig ethernet fiber. This is only for the 8 port models , all of the larger 2960 models should support it . Apparently the sfp only supports FE fiber.
http://www.cisco.com/en/US/prod/collateral/switches/ps5718/ps6406/prod_qas0900aecd80322c37.html
A blurb from a supporting doc.
*Note: GLC-T and GLC-GE-100FX are not supported on the Cisco Catalyst 2960-8TC-S, 2960-8TC-L and 2960G-8TC-L switches. For 100BASE-FX connectivity, use the GLC-FE-100FX instead for the compact switches.