Can someone tell me to to enable it?

To enable, right click on the grey area to the right of the tabs, and select Menu bar. The Menu is off by default.

Thanks Man! Do you know how to permanently get rid of the buttons below the address bar? Everytime I remove them they come back when I restart IE.

Or you could just press down the ALT key to get the menu to appear temporarily and this also works in all windows where there used to be a menu (IE, explorer etc), I think it's a really cool thing, cos it takes up screen space most of the time, and you dont want it most of the time either, so press ALT when you do, it's neat