If the Despatch Note has been generated automatically by pre-booking the the Purchase Order, you will not be able to set the Despatch status to Despatched until the Receipt Note has been Completed against the PO.

The quickest way from the Despatch Note is to double-click on one of the despatch lines, then on the right hand side use the Links tab and you will see a link to the Outstanding Receipt Note.

Double Click on the Receipt Note and when it opens Complete as normal.

You will now be able to set the Despatch Note to Despatched status..