Hi Figmorton,
To add one bit to Suzanne's reply, if you do have a document
open but have a graphic or object selected with your mouse
that is not set with 'inline with text layout' (i.e. your
item has white rather than black sizing handles) then
File=>Page Setup will not be available.
Click back onto the text part of the page to use Page Setup.
========
When I go to the File drop-down menu, Page Setup is dim and cannot be opened.
I'm using Office Word 2003. <<
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Let us know if this helped you,
Bob Buckland ?

MS Office System Products MVP
*Courtesy is not expensive and can pay big dividends*
Office 2003 Editions explained
http://www.microsoft.com/uk/office/editions.mspx