Make sure that "Client for Microsoft Networks" is loaded in your network setup.
Err. here goes.
Start > Settings > Control Panel > Network
(have a look, if not there)
Add > Client > select microsoft as the vendor and Client for Microsoft Networking as the client.
You'll need to have your windows Cd handy or the .CAB files somewhere, you'll also need to reboot at the end of the install.
The greyed out box should be functional now.
Hope that helps.