That is strange. There is no option to turn this feature on/off and it's been implemented for quite a while.
I've just checked and I've noticed that when working on a script that is associated with a database this isn't working as expected. However, if you're working on a script within the T-SQL Script Explorer the Execute buttons (and F5) should be enabled from the moment the editor is opened.
Can you confirm whether you're testing this on a script within the T-SQL script explorer?
We'll fix the issue for scripts associated with databases.
If you still can't execute within a script then perhaps the best thing is for me to direct you to one of our more recent, stable, builds. Or if you have a test environment (in reality you only need to create a copy of the source control database for testing) then we can give you the latest build that includes some the other changes we've recently made.
SQLDBcontrol Support
support@sqldbcontrol.com