When you open the Task bar properties and switch to Start menu tab, the "Start menu" check box may not be available and you're forced to use the Classic Start menu. This is due to a policy setting, especially if your system is in a domain. Contact the network admin to relax this setting. For a standalone, try the following steps.
Open Registry Editor and navigate to:
In the right-pane, set NoSimpleStartMenu to 0 [dword:00000000]
Logoff and login again for the changes to take effect.
Click Start, Run and type GPEDIT.MSC
Double-click User Configuration | Administrative Templates
Click Start menu and Taskbar
Double-click Force classic Start Menu and set it to Not Configured
Related: Policy Settings for the Start Menu in Windows XP