Material controls are missing While looking at a tutorial on the Anisotropic shader I got stuck. The controls it tells me to use are nowhere to be found. 

One of the first things is tells me to do is to add an hdr file for some lighting. In the video when he has the World tab selected there is an option called Surface and within that there is a Color option but it's not there, and also isn't there for materials!

Did these things move to a hidden location between 2.65 (when the tutorial was written) and 2.74? Might I be in some mode that causes that option to be missing? 

This is the tutorial I got stuck on: http://www.blenderguru.com/tutorials/an-introduction-to-anisotropic-shading/

Any pointers to good resources for beginners would be great as would any ideas on what stupid mistake I'm making. I didn't bother making the sauce pan in the tutorial instead just going with the cube you get by default but I don't think that would cause this issue.
I think you are working in blender render engine, you must change this to the cycles render engine. You can find this option in the header.