Problems with Headers

I just installed a second install of WordPress and it is functioning differently than the older install. This new version was installed using my host’s one click install.

Both of these are the latest version of WordPress, I used the automatic update for my older installation this evening while the new install used the latest version 3.0.3 I am new to WordPress and have no tools to troubleshoot issues.

Here’s the problem: I can not add a header to any of the themes I try out on the new installation. In fact the possible headers do not appear in the Menu submenu. As far as I can tell this is the only issue that I have as I have been able to rearrange the widgets that are in the default. I have tried using the twenty ten theme, so of the variants of twenty ten as well as coraline with these themes I have not been able to add a header image, in fact the defulat images do not appear with the default themes.

To make sure I am not totally incompetent I added the twenty ten theme to my older installation and it comes up immediately with the default header and I have been able to add my own image to the header as well. So at least I can modify a header.

Any suggestions as to what I can do?