2002 Visio Extras missing

[rhatcher]

Running Visio Pro 2002 SP2, I am trying to access the Custom Property
Set editor
The following if from Visio 2002 SP2 "help":

Quote
Add custom property sets to shapes
Create the custom property set.

On the Tools menu, point to Macros, then point to Visio Extras, and
then click Edit Custom Property Sets.
Click Add, and then type a name for the custom property set.
Choose whether to create a new custom property set, a set based on the
currently selected shape, or a set based on an existing custom property

set, and then click OK.
To add or modify custom properties, select the custom property set, and

then click Define.
Edit, add, or delete custom properties.
Click OK twice.
End Quote
Once the macro panel pops up there is no selection or option for VISIO

EXTRAS.
Do I have to enable it? I find nothing in the "help" about enabling
extras...
Thanks