These options require a spell-check subsystem, such as the one included into MS Office 95, MS Works 95, and other MS products featuring spelling checkers. Normally, if you install a Designed for Win95 app that includes a spell checker, it adds the needed Registry entries to enable spell checking in Exchange. Some installers don't do this, however. MS's KB article Q137178 describes how to patch your system to include spell check capability. I am Gordon of Winterpeg.
Junk mail is futile.