To make a part active would be to select the part.
I have only used stress analysis in inventor once ( not got round to hard stuff
In inventor (standard program) there is nothing that says make a part active as u make the part active by double clicking it.
In Stress Analysis there are menu's like the Weldment had new menu's Tube and Pipe new menu's and the Studio has new menu's.
Try rightmouse click the part and Make Active should be in there hopefully.
or doubleclick the part then do a stress analysis.
If its 2 parts then make an assembly.
Ill have access to Inventor stress analysis on friday and will have a look for you if you like.