Sharing option

Hello,
I feel VERY silly asking this, but I simply cannot find the new Sharing option. I’ve read that it is supposed to be under the Settings menu.

I have looked there (and under all my other menus) and I cannot find it.

Is there something I should activate in order to get the link to appear?

I am using the Sanbox theme. I temporarily switched to Twenty Ten and that didn’t cause the Settings link to appear.

Thank you for any help. I am sure this is a small silly error on my part!

Jeff