Which of course will only appear as an option if you've placed the Valahalla files in the proper location.
Here's what you need to do, Joe Airwolf.
1. Download Valhalla.
2. Place the .mcf file in your \Campaign folder
3. Place the .cmf files in your \Campaign\Mission folder
4. Download the up-to-date ctext.cmp file from the TSH website.
5. Place the ctexte.cmp file in your \Campaign\data folder, overwriting the previous version.
Now all of your files are in the right place, you are up to date with the campaign text, and you should see Valhalla in your campaign list in-game.
The Valhalla campaign and the up-to-date ctexte.cmp file can be found
here.