Original User: jeff_smith
That's fine. It sounds like you have configured your Role store to be 'ArcGIS Server Built-in'. If this is the case, you will need to define the roles first before you can assign them. This is done in Server Manager by clicking on Security > Roles. Click on the 'New Role' button on the right side of the screen and when you name your role, you can categorize it as User, Publisher, or Administrator. You can also add users to the role from here.
Once that is done, you can then click on the padlock next to your root folder and you should see the list of roles you just created.