Separate components into individual files

I have an assembly… (SLDASM) And I want to separate components into individual files. I looked it up and I was told to do the following... with no success.

“In the graphics area or Feature Manager design tree, right-click a component or Ctrl + select multiple instances of the same component and click Make Independent . In the Save As dialog box, enter a name and click Save.”

II don’t see or have a “Make Independent” What am I doing wrong? 

Regards,

Tony