R10 that's pretty old! You really should upgrade to R15 or R16 and take advantage of lots of new features.

It's been awhile since I used R10, but I think if you select the customize view icon you should get a panel that will allow you to select an option for Material. Don't forget to apply a material in order to see the effects.

Here's a Tip: if you need help with a particular icon, select the icon and hit F1. It will take you directly to the on-line Help page that explains the icon tool.