Got it! I understand.... I need to click the Edit part (Edit Button) of the app then it is not greyed out. Thanks. I was highlighting the AirPort device only. I can back up now.
Having said that.... Double clicking does nothing for me. I single click on the AirPort Device then click Edit. I am using AirPort Utility 6.1 and OSX 10.7.4. Perhaps it is because I have both Extreme and Express (two devices) as options?
Much appreciated anyway.