How to activate wp-register.php

Greetings to all,
I have installed the wp blog program and everything has gone well up to this point.

Now, when I set-up the link to allow a new user to register, I get and error message sayin,
“Registration Disabled
User registration is currently not allowed.”

Apparently I missed something in the set-up.

Can someone tell me how to activate the new users registration form ?

Thanks