Carl,
It is normal that the router at your site doesn't have MPLS enabled. This router is generally referred to as a Customer Edge router (or CE router). The mpls tagging as such starts on the router upstream from the CE router, which is generally referred to as Provider Edge router (or PE router).
Regards
Harold Ritter
Sr Technical Leader
CCIE 4168 (R&S, SP)
harold@cisco.com
México móvil: +52 1 55 8312 4915
Cisco México
Paseo de la Reforma 222
Piso 19
Cuauhtémoc, Juárez
Ciudad de México, 06600
México