Well thats pretty weird, I just fired up WED put a small cube in there, saved it as test.wmp and went to Map Properties -> Add script, and a dialog came up what kind of template or script I'd like to add.
So you are sure that not the BUTTON is greyed?
Caus the field where the script name appears is grayed but not the button.
maybe closing wed -> (restarting optional) -> opening wed -> opening the level -> saving under different name -> trying again could help
I know this is no real solution but it might help you out.