Hmmm... not sure what could be causing this. When you hover with your cursor over the Red X, what error does it report?
Please determine if script tools outside of the Spatial Statistics toolbox have the same issues (the Multi-Ring Buffer tool, for example). If all script tools are having problems, my guess is that you have a software installation problem. If, by chance, you have access to another computer with the same software, please try to determine if the problem is machine specific. If you only see the problem on one specific computer, this is more evidence that the problem relates to a software installation issue (and the solution would be to reinstall the software ... but Esri Tech Support might have other suggestions). If you are seeing the problem across more than one computer, the problems might be data specific... ?
1) Try those tools with different input data to see if the problem is consistent. If you continue to get the problem with different data sets, we're back to thinking it's a software installation problem.
2) If the tools work with other data sets, however, the problem could be a data corruption issue. Try right clicking on the feature class in the Table of Contents and selecting Export. Export the data to a shapefile. See if the spatial statistics tools work with the new shapefile.
So very sorry you're having problem.
Lauren
Esri
Geoprocessing, Spatial Statistics