Sometimes a cell will not allow formatting, like borders
 

Excel 2002: Sometimes when I try to format a cell or range of cells,
especially after copying from another worksheet, Excel will not open a menu
box to allow borders, or other formatting. I have tried right-clicking the
mouse and opening Format Cells or clicking the Borders icon on the Formatting
toolbar; neither works. As far as I can tell, the cell(s) are not locked or
protected.