Attaching a Macro To a Button

[Graham Case]

I cannot attach a macro to a button on my new laptop
using excel 2002.
I create the button, right click the sizing handle but
the drop down box does not offer the command "Assign
Macro".
The options in the drop down box contain the following:
Cut copy paste, properties, view code, command button
object, grouping, order, format control.
What am I doing wrong? What do I need to do?