cant archive folders due to retention policy

When I go to set the archive settings for an individual folder in
Outlook 2003 on a winxp system, at the bottom a message reads:
"network administrator has not set retention policies"

Consequently the archiving doesn't work.

I have no idea what to do about this. I searched the ms knowledgebase
and google groups and could not find any meaningful answers.....

This system is only on my home cable modem network with my notebook
computer sometimes....

Any help will be appreciated......