CPU, GPU question

Blender 2.63 cycle render question:
In Cycle Render, on the right hand side menu under “Render”, I can not find anywhere that I could change from CPU to GPU.
Under “Render” there are two things: “Display” and “Feature Set”.
The “Feature Set” gives 2 options of “Experimental” and “Supported”.
In tutorial from Blender Guru there was a Device that gave options of CPU and GPU. But I don’t see Device anywhere!
Could someone kindly help?

Go to File->User Preferences, then the System tab on the right. Bottom left you’ll see Compute Device, where you have the option to set GPU rendering if you’re graphics card supports it.

Thank you
I have a graphic card: NVIDIA GeForce 6800 (memory 256 MB) on my Desktop,
and
on my Toshiba laptop a graphic card: Mobile Intel® 45 Express Chipset Family (memory 829 MB).
However following your direction, in Blender under Computer Device it says “None” and the only option is “CPU”.
Why I don’t get any choice for GPU?

You’ll only get CUDA with NVidia cards but the one you have is not good enough, you’ll have to stick with CPU rendering only
http://wiki.blender.org/index.php/Doc:2.6/Manual/Render/Cycles/GPU_Rendering