Your screenshot has the needed option disabled. It sounds like you have just created new firewall element and don't have POS code for it on the element.
If you use wizard to create new firewall element first step is to give Proof-of-Serial codes. You can get the wizard by right-clicking Firewall in status view, New > Multiple Single Firewalls. You can create also one firewall with the wizard.
Once wizard is used in the final step of wizard should be similar dialog about saving initial configuration information where "Upload to installation server" is enabled.
I was using New > Single Firewall which is why I didn't see that option.