Confused about layers DW CS4

In several books on "how to build web pages" they mention layers as a good thing to use...
But... it seems that the option is grayed out and not available... From Insert > Layout Objects I have options to insert DIV Tags; AP Div: then some Spry stuff.. but the "Layout Table" and "Layout Cell" are grayed out and thus unavailable.
Am I doing something wrong, some other menu choice, or is there a preference setting I have messed up.
And,  speaking of messed up when I first started playing with DW the properties dialog box would pop up automatically... now I have to select it and then it stays up even if the page is closed

In addition to Vinay's good advice, I'll post a link for  you to read so that you do not use AP Divs unless you understand they way to use them.
"Layers' have now been renamed to AP Divs.  So if any of your books refer to layers, they will be referring to  AP Divs.
Why  do APDivs move?
http://forums.adobe.com/message/2181263#2181263
You may find other posts of interest (usually often asked questions)  in the Dreamweaver FAQ  as you progress with your learning of Dreamweaver.
Nadia
Adobe® Community Expert : Dreamweaver
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