WP don’t create automaticly – Thumbnail, Medium and Large size of upload image

Hi, I have a little problem. I use WP 3.0, and in my WP I can’t chose what size of uploaded image I want to use. On th screen it looks like:

http://img64.imageshack.us/img64/5783/85837892.png

What should I do, to make WP to create other size of uploading images? Of course in directory wp-content/uploads/ I have only oryginal image, none of something like this: some_name-300×300.jpg.

Thanks for help. Best regards.