What is your license level? If you can't enable ip pim dense-mode, then you probably don't have the right image or the right license installed:
What is the output of sh ver?
Q. What are the different types of feature sets?
A. There are three types of software licenses: LAN Base, IP Base, and IP Services. LAN Base is only supported on the Cisco Catalyst 3750-X, 3650-X, and Cisco Catalyst 2K switches.
• LAN Base: Enables basic Layer 2 forwarding and IPv4/IPv6 switch management.
• IP Base: Enables Layer 2 forwarding, IPv6 management, and basic Layer 3 routing, including Enhanced Interior Gateway Routing Protocol (EIGRP) stub and Protocol Independent Multicast (PIM) stub mode.
• IP Services: Includes IP Base and enables advanced IPv4/IPv6 Layer 3 routing such as EIGRP, Open Shortest Path First (OSPF), WCCP, VRF-lite, PBR, and IPv4 multicast routing.
http://www.cisco.com/en/US/prod/collateral/switches/ps5718/ps6406/white_paper_c11-579326.html
HTH