Yea that is because you are using a fat32 partitiion and not ntfs. sorry but I only work with servers so I never use fat32. I know some do use fat32 on thier servers but i never have.
you could convert the partition to ntfs and then you will have that option but without it i am not sure.
the difference between the two is:
with a fat32 partition you gain speed but you cant set security permissions down to the file level but only on folders.
with ntfs you loose a little speed due to the security overhead (which is faractions of secs) but you can set permissions per file as apposed to the folder level.
if you choose to convert - i think the command is (off the top of my head but you can google it if I am wrong) is at a command promt type
convert c: ntfs and it will be done on your next reboot
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