Can't make effects with Audacity

[Night]

So I'm trying to use Audacity as people suggested me in [url=http://www.facepunch.com/showthread.php?t=873698]this thread.[/url]

Problem is, I loaded a mp3 file and when I select some part of it I click on the effects drop down menu and nothing is available, the options are just gray.
I can't click them. Also when I click on the part of the sound I want to play, it doesn't go there, I mean, I have to wait for the whole sound to play untill it reaches that part.
Also if I select a part of the sound and press delete, it won't. Even the go to begining of sound button doesn't work.

Here are some image references:

[img]http://djnightgmodsv.wippiespace.com/Images/Other/audacity1.png[/img]
The effects menu with everything blocked.

[img]http://djnightgmodsv.wippiespace.com/Images/Other/audacity2.png[/img]
The disabled go back button.

[4RT1LL3RY]

You need to highlight the song to do changes to it. Click on start of the song and drag to the end.

[opaali]

You need to stop it (not just pause)

[Night]

Thanks :D

[Night]

I'm having another problem now, When I tell Audacity to save the file as .mp3 it tells me to search for some lame_enc.dll file. Where do I find it? I think I remember Virtual Dj using it.

edit: nevermind just had to google lame_enc.dll -.-