You're probably selecting the ships themselves on the map and clicking the upgrade button. The window that opens does not let you refit parts on an individual basis, but rather update the ship to any other design with the same size hull. What you need to do is first go into the ship design screen, and design new ships with the apprpriate components. Then you can choose that new design to upgrade your ships to.
Note a couple of things first, though.
First, you don't have technology to build new survey ships right off the bat, so that design won't be available for you to modify at the beginning of the game. You can however make a new design to upgrade your flagship to if you research Sensors I, which gives you the survey module (needed to survey anonalies), and Medium Hulls (which the flagship uses).
Second, make sure that if you upgrade from the core colony ship design, you either have the 'remove functional components' option in the game's settings off, or that you specifcally put a colony module on the new version. The core colony ship design has 'fake' colony modules on it just for looks, so it can look like it has one when it really doesn't (and if it doesn't, it won't be able to colonize anything!).