Thanks, weazie. Looks like I stumbled on the answer to my own problem. In case anyone reads this looking for the answer: You have to complete a campaign before multiplayer is unlocked. OK, you knew that. But, if you select the character that you've been playing and that character just happens to be on the last campaign in the Desert Seige section, the multiplayer mode is greyed out (I guess they assume you will not be playing multi-player since you are at the end). So, just switch the campaign to an earlier campaign. OK, I'm as dumb as I suspected.