You need to select the trigger in Hammer, then hit Ctrl-T to turn it into a brush entity.
Once you've turned it into a brush entity (by default it should be func_detail), you can click on the box with "func_detail" or whatever in it to change what type of entity it is.
In this case, you probably want to make it into a trigger_capture_area.
If selecting it and hitting Ctrl-T isn't working, you may need to hit Ctrl-W first.