What version of Premiere Elements, what computer operating system?
What option can you not select...would you be looking for the File Menu/Export/Movie feature seen in much earlier versions of Premiere Elements?
Whatever the case, you have not supplied enough information for us to help you. Please supply details so that we can help you.
Lots of details...project settings, video properties, export settings looked for....
Please consider. We will be watching for your follow up as your schedule permits. Any questions or need clarification on your Premiere Elements workflow, please do not hesitate to ask.