Extend My Windows Desktop is greyed out

Extend My Windows Desktop Onto This Monitor box is greyed out when I go into the SETTINGS of the DISPLAY PROPERTIES box. There is a tick there but I want to delete it but like I said it is greyed out and so I can't untick it. Any ideas what I can do? I'm using Windows Millenium, thanks.

Thanks for replying quickly Zoron. I have noticed that you try and help a lot of people on here so you seem to have a lot of experience. Going back to your reply. I don't have a second monitor or television connected. But now thinking about it I think that I tried once to connect a DVD player to my monitor because the player had a HDMI connection but that was a while ago. I can't remember what I did then. I can't remember ticking the box to Extend My Windows Desktop. What I will do is try what you have suggested and thanks again.