Tom, could you give us a list of what does come up on the stats menu? Maybe post a few screenshots.
I know the amx_statscfgmenu on my server looks a bit different than yours, so maybe the one on the list you're looking for is just labeled differently. I've never had a problem with the stats menu before, so I can't quite think of what could be causing it. Do you have full admin rights? Editing the source (the .sma file) shouldn't be necessary in this case.
If all else fails, you can visit the AMX Mod forum and inquire there:
http://djeyl.net/forum/index.php?c=7
Just get us those screenshots. I'm sure we can come up with something...