What version do you have installed?  I know there are a few different links out there with a few different versions.  One version has the additional option of "Stratum" which can be set to "yes or "no".  Some other versions don't display this option at all.  Please forgive me, but I don't remember which version DOES have the Stratum option for cgminer as I don't have access to my miner that uses GUIMiner Scrypt at the moment.

-Toast