Exporting Selected Raster Graphics using ArcGIS Desktop?

I'm having a problem exporting raster graphics using ArcGIS 10. It seems simple enough, but for some reason I cannot get ArcMap to work with me. Here are my steps:

1. Add a raster to ArcMap


2. Open the raster's Attribute table and select some values


3. Right click on the raster in the ArcMap table of contents --> Data --> Export Data


4. I am given 3 options for the data extent (a) Data Frame, (b) Raster Dataset, (c) Selected Graphics. The last option (which is the one that I want) is grayed out.

I have not been able to activate the "Selected Graphics" option in the Export Raster Data dialog. The strange thing is that my colleague has the exact same version of ArcMap and when repeating the steps above, the option to export Selected Graphics is not grayed out. I'm assuming that there is some setting that I have to adjust. Does anyone know what can be causing this?