Hello Barry,

Are you using a preset or custom template?  What are the current contents of your header?

The option can be grayed out in certain circumstances if it is not applicable or compatible with your header contents.  This extract from the help file will hopefully make things a bit clearer for you:

▪Save as JPG image: when you are creating your website, the text and image objects that you add to the Header/Footer will be merged with your background image, and it will be automatically saved as a new file in PNG format. This format has been chosen because it means any transparency settings that have been given will be maintained. If you haven't specified any particular transparency settings, you can select the Save as JPG image option to create a smaller background image file.

Press 'F1' whilst in the screen with the 'Save as JPG image' option, and you will get context-related help.

Kind regards,

Paul