DrAzzy:
I don't think that feature works for boards that don't have a 16u2 or native USB. Don't worry about it.
I have the same issue BTW. Where can I learn more about "16u2 or native USB" as I'm not totally new to Arduino but the only other board I have is a Mega that is I think at least 2-4 years old so looks like I have some catching up to do on hardware topics like firmware, bootloaders, etc.
Any help appreciated!