apply a theme

[chronicle]

In Forntpage 2000,I have 4 pages, index.htm,s1.htm,s2.htm, s3.htm
Whenever i am trying to apply a theme (or shared border)i am getting this message :

[Edit the properties for this Navigation Bar to display hyperlinks here]

As can be seen here (http://www.geocities.com/smtypist/gg1.jpg )

How to do this? I mean how to edit the properties in navigation view?