Do you meet the requirements? (EDIT: You need 10 strength to use "Battle Axe")
On the website you will notice most items have a "difficulty" which varies depending on what item it is. Melee weapons, armor, and crossbows the requirement is strength. Bows, the requirement is power draw. Throwing weapons the requirement is power throw. Shields, the requirement is the shield skill.
Perhaps there should be something that explains this on the website, a "click here for newbie guide" for instance...