Probably your settings. Click [settings] next to your profile/log in, then scroll down and click on [general settings], then scroll down to the Miscellaneous Options section, and you'll see the following:
Message Editor Interface:
- Enhanced Interface - Full WYSIWYG Editing
- Basic Editor - A simple text box
- Standard Editor - Extra formatting controls
You want the enhanced interface checked, as mine is, then you get the WYSIWYG editing as demonstrated in this post.