Are you the admin? Your account must be the admin of the web server in order
for this to be enabled. It's possible that for a particular web server the
account is only an author. Also, it is possible to disable this option
throught a registry setting. Sometimes on Windows servers this option won't
be available if the files are stored on a FAT/FAT32 partition instead of an
NTFS partition.
Hope this helps,
Mark Fitzpatrick
Microsoft MVP- FrontPage