Hello Tony - sorry to hear you're having trouble with this! I took a look at the placement for this option and you should be able to find it here:
Do you not see this menu option here? I don't see anywhere that this can be disabled for the domain or user, so I am thinking this might be something specific to your environment. Do you have the Global Address List enabled for this domain? Alternatively; is it possible one of your admins edited the CSS to hide this option in your interface?
Kyle Kerst
IT Coordinator
SmarterTools Inc.
www.smartertools.com