I go to my options and select the shaders box, then when I try to activate one, nothing, I go back to check again, and the box is unchecked. Can anyone help?

What's your Video Chipset?
I mean: Video Board?
U MUST have a good one

Check what kind of graphics equipment you have. Please read THIS thread first.

what version is your vedio card?

its probably because your graphics card cant support shaders because it is not strong enough to work with shaders