Extend Logical Drive to freespace or convert

I have followed several posts on how to extend the size of a partition on xp. All suggestions include the following:
Click the start button
right click "my computer"
Click :Manage"
Click "Disk management"
Right click the partition that you want to extend (requires that adjacent partition be unused)
This should display a dialog box that includes a choice like "extend". My problem is that the extend option does not show up in that dialog box.
What suggestions do you have to get to the extend option?

I am running xp sp2.