Time Machine won't "un-exclude" external drive

Any help appreciated. I have a Western Digital Passport 120G external hard drive that Time Machine won't backup. It's mounted fine; operates fine; when I go to Preferences>Time Machine>Options it's listed under "Do not back up" but it's grayed out. It won't allow me to "un-exclude" it.
Any suggestions?
Cliff

Well, I checked and it was factory formatted FAT32. I'll move my data to a DVD and reformat. I tried to read up on Apple.com but couldn't find any TM/HFS+ docs; I never would have found this info. Thanks, Barry.

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