Web content

I have win2000 at home and for some reason I can't enable
the option to "enable web content on my desktop" under
Folder Options - General - Active Desktop. It is shaded
and can't be chosen. Currently I have selected the only
remaining option "use windows classic option". What can I
do to enable this option? I know it is possible because in
my office (also Win2000), I can select either one. Please
help!!!