When did you install the Bitcoin client? Do you see a "tick" (green OK icon) at the bottom right corner of the program?
If you don't, then you haven't finished downloading the blockchain. You must wait until it's completed 100%.
Thanks! I dont see the green check yet.. it's rotating yellow circle! How long does it take to fully download?
It can take a day or 2. If you have one of the newer clients, click on the client, hover your mouse icon over the circle, and it should tell you how far along you are.