Hi tomboking,
Some courses such as Bali Hai and Wolf creek are available for CTTH play only and you'll see the stroke option greyed out.
The fully playable stroke play courses are Kiawah Island, Bethpage Black and the Front 9 of St. Andrews. If you select one of those courses, the stroke play option should not be greyed out.
For more tips on starting a stroke play game please check out this news article.