3.9.1 Visual Editor

I looked at the promotional material on the WordPress site and it shows a “Paragraph” drop-down list (among other things) on the Visual Editor. My Visual Editor does not have that drop-down list. I am using the latest version 3.9.1. What am I doing wrong? If I want to change the paragraph to, for example, H1, the only way I can do it is to go into TEXT mode and insert the change to the HTML code. I have tried updating the version but it tells me I am using the latest.e