"I've highlighted a location at which I want to give an order, but the order I want doesn't show up in the "Actions Available" list. What's wrong?"
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If you look at the "System Location Display Options" checkboxes on the 1st tab of the F12 screen, you should see one that's checked (off to the right) called "Order Filtering On". When this is checked, Aurora only displays orders that make sense for a particular location. For example, if you've got your homeworld selected an you want to pick up automines, but there aren't any automines on your homeworld (because they're in the process of being built), then "load automines" won't show up as a potential order if this box is checked. Unchecking the box will display all potential orders, such as "load automines".