How to change the settings on my Nikon D3100 so I can shoot in Black and White?

I used to be able to shoot in black and white, but now when I go to the shooting menu and select "Set Picture Control" a pop up comes up that says "This option is not available with current settings". How can I make it possible to shoot in black and white again?

Read your manual. DON'T shoot B&W jpegs.

Leave the settings on Color and then Change the Photo to Black And White in Post Production because you would totally be kicking yourself Extremely Hard when you had shot a photo in Black and White when you had wanted it to be in Color.

Believe me I've done it way too many times so that's how come I ALWAYS shoot in Color.

Use a photo program to make them black and white
a simple one is picasa 3 by google

I agree with the above that it is generally best to do your monochrome conversion in software, so that you will have a color version if you want it.
That having been said, my guess is that you may be in Auto or a scene mode that limits your choices. In P, A, S, or M the option to Set Picture Control and select Monochrome should work.