A week ago, I have downloaded OpenTTD 1.0.2 and yesterday I downloaded the 1.0.3. With both release, I see this tricky problem. I'm not sure it is a bug or not.
The problem I have is that it is impossible to build a station (bus, train, boat) or a depot because the buttons are grayed when I start a new game. But all buttons are enabled when I play a scenario

I have took this 2 screens shots to show what I see.
Create a new game
Playing a scenario:
I'm still open to any ideas to workaround this issue.