Error when creating a new task

[FLteach]

I have Office 2003 installed and when I try to create a new task, I receive
the following:

Error message appears: Please save the task order by
clicking Save Task Order on the Actions Menu in the "Tasks" Folder. The view
must not be filtered or grouped for the Save Task Order to be avilable. -

When I view the Actions menu, there is no Save Task Order option.

Thank You for your help in advance