On the Home screen (the one with all the icons), you will not get phone options or anything else like that. You will get exactly what you are seeing. Move, Hide, Show All, Add Folder.
If you UNCHECK "Show All", those icons that are grayed out will be hidden. If you want to MOVE and icon, you highlight it (with the Yellow) and press the Menu button and select "Move". Then you roll the trackball to where you want it to go and press the trackball. Repeat as needed.
If you want to get to the OPTIONS screen, you need to go to the Options icon. It looks like a Wrench in most themes.