What operating system are you using. and are you using a laptop or desktop?
In XP...I don't think the option to hibernate shows up in the start/shut down options. It must be turned on and then it is a timed option of how long the system has been idol
start > control panel > power options > hibernate tab and put a tick in turn hibernate on box and apply then back in power optons at the bottom in hibernate area select how long to wait for system idol to begin hibernation.
I don't reccomend using the hibernation option as there has been major issues concerning the option....just allow it to go into standby mode.
same for xp in desktop.