A: 

Have you assigned a connection to the worksheet (or file, if that's what you are trying to run)? It's the dropdown box on the top right-hand side.

APC
Yes I have. I can run scripts using the toolbar buttons...I just can't use the key bindings to fire those commands off. Which is frustrating since I use a keyboard 90% of the time.
Kevin Babcock
Sorry, that wasn't clear from your original post. Or rather, the image you printed shows the Run *menu* all greyed out, which is a classic symptom of a worksheet/file not being associated with a connection.
APC
A: 

This is for debug and won't be enabled until you click on some code (say a Function, Procedure, or a Package)

geekzspot