Because you haven't selected a background image for your CD label or insert. Most of the items on this menu apply to editing your background image, so if you don't have a background image, those menu items won't be available.
To add a background image to your label, try one of these:
* Click on the "Backgrounds" tab to browse through the backgrounds that come with the software, and just click on a thumbnail to make it your label background.
* Click on the "Art Search" or "Art Browse" tabs to add your own art as a label background. (Once you've found an image here that you want to make your label background, either double-click on its thumbnail to make it a standard background, or right-click on it to see some of your other available options.)