Go to Report Options on the Edit menu. See if "Use Indexes Or Server for Speed" can be edited. If it can, make sure that it is checked. If it wasn't, check it, save the change, and then see if "Select Distinct Records" is available.
The other reasons why I've seen this not be available are:
1. The data is in a file-based database instead of a client-server database.
2. A blob field is being used on the report (you can't use distinct with blobs.)
Another possible work-around is to use a group:
1. Create a formula for each of the fields in your address to provide a default if the field is null. They look something like this:
if isnull({table.addressee}) then " " else {table.addressee}
2. Create a formula for your group that looks this (I assumed that each of the formulas from step 1 are named for the field they reference):
3. Create a group on this formula.
4. Put all of your fields in the group header section(s) and suppress the detail section(s).
-Dell