Go to Structure Menu - Type... and make sure the proper type is selected. When in doubt I use Space Frame which has the full degrees of freedom. If you are going to use one of the plane options, make sure your nodes are all in the XY plane.
In Microstran, each model has a structure type, space frame, plane frame, grillage, space truss, or plane truss. For all structure types except the space frame, restraints are automatically applied to all nodes to enforce the displacement pattern implicit in the structure type. For example, a plane frame in the XY plane will have node restraints applied so that displacements out of the plane (Z translation) and rotations in the plane (X and Y rotations) are prevented. See “Structure Type” on page 85 of the MswinV9 user manual.pdf for details.