LeCutter:
When you select your frigate factory, there should be two yellow buttons in it's menu. One of them is for frigates, and the other should be for your 4 Cruiser options. These cruisers are "unlocked" by researching their respective designs in the military tech tree of their race. Hope that helps!
P.S. Hover your cursor over the grayed out ship designs in your research menu to see if they say they allow production of a cruiser, or a frigate.
