SolidWorks 2014 Premium

Trying to understand Layers in SW 2d drawing

I have a sketch in 3D, just lines and curves

Made a 2D drawing with one view, sketch is in the view

I looked at SW help about layers

I opended layer toobox, made several different layers

SW says right click on sketch elementsin shotcut menu, select Change Layer

Problem: I have no Change Layer in my shortcut menu....didn't find it up top either

??????????

ideas?????????

Steve