Sooooo, it sounds like you might have managed endpoints installed (what with the LiveUpdate options being greyed out any everything).
In which case, the below article might be of use to you (this tells you how to change a SEP client back to being unmanaged).
http://www.symantec.com/docs/TECH92877
As the others have mentioned, a typical unmanaged SEP client is already set to updated from the Symantec Liveupdate servers on the Internet.