Creating a UI Button from the inspector???

Hi. I watched the Unity tutorial on UI buttons and it said to creat a button your go to create then UI and then to button. Well when I do this it does not give me a UI option. Please help! Thanks.
[37034-screen+shot+2014-12-14+at+8.51.37+pm.png|37034]

You are not using the latest version of unity. You need to be in at least 4.6