This normally means that the thesaurus has been de-selected or it failed to load.
Please try the following. If you have no success, please send a ticket with answers to the questions outlined below.
1) What does it say next the "Thesaurus" in the status bar (right down the bottom)? If it says "(None)" then you have no synonym database loaded.
2) Go to the System Log (the tab next to Quick View down the bottom). Does it say "Complete English thesaurus loaded" or anything like that. Does it give any error messages?
3) In the Help menu, press Options. Click on Language. What is your Default Language? Is the "use default language for editor language" checkbox ticked? If not, what is your Editor Language?