Here’s how to do it...
Windows Live Writer isn't fully compatible with some blogging services and the ability to insert a BREAK or a MORE tag may not be possible with Windows Live Writer; the button is greyed out [currently].
Although Windows Live Writer may not be able to do this natively, it can be done via a plug-in. You can visit the Windows Live Writer gallery and see if you can find a suitable solution.
But you can do other things too; it's quite configurable to various things Windows Live Writer doesn't do by default.
If you'd like, you can leave feedback here for suggestions for the Windows Live Writer team:
Start enjoying blogging again...
I hope this helps...
Until next time,