'Add Module' Greyed out.

I was following this tutorial:http://www.mpgh.net/forum/33-visual-...odule-new.html
When I had to stop at the first step :/
I don't have an 'Add Module' selection xD!
Little help of what I'm doing wrong, or what I need to do instead.
~~~Resolved first problem, new problem at hand:

The 'Add Module' selection is there, I can't use it though!

