Newbie Question – what_to_show

Ive been trying to do some modifyin on my site, mainly using my-hacks.php but when I go to a tutorial it asks me to
1. Log into your WP admin (wp-login.php)
2. Click Options from the menu
3. Choose Other Options
4. Set ‘what_to_show’ to days
5. Click the Update Settings Button
uhhh.. how would I do this, i am running v1.2 and i don’t see other options anywhere.