The first explanation I can think of is that you don't have a cell selected
in the list range. If XL doesn't recognize a range, it can't apply the AF
tools.
Another possibility is that you have some sort of haxie or utility that
could be interfering with the AF or XL in general - Are any other menu items
dimmed when they "shouldn't" be?
Or you may simply need to reset the menu. Try going into
Tools>Customize>Customize Toolbars/Menus, select the Menu Bar by name on the
Toolbars page & click the Reset button. If that doesn't help post back with
more info:
What version of XL/Office?
What version of OS X?
More detail about the workbook, including its origin.