I am experiencing this bug as well in both gdmsetup, and users-admin after upgrading from 9.04 to 9.10.  The users-admin unlock button is greyed and says:

Not authorized to make changes

If I run gksu users-admin it works fine...

I think it also might be related to why the Shutdown/Restart is greyed from the System > Shutdown menu

My system is up to date:

md@md:~$ uname -r
2.6.31-17-generic

md@md:~$ ck-list-sessions 
Session3:
	unix-user = '1000'
	realname = 'Michael Dance'
	seat = 'Seat5'
	session-type = ''
	active = FALSE
	x11-display = ':0'
	x11-display-device = '/dev/tty7'
	display-device = ''
	remote-host-name = ''
	is-local = TRUE
	on-since = '2009-12-27T00:55:16.343876Z'
	login-session-id = '4294967295'
Session6:
	unix-user = '1000'
	realname = 'Michael Dance'
	seat = 'Seat8'
	session-type = ''
	active = FALSE
	x11-display = ''
	x11-display-device = ''
	display-device = '/dev/smb/7139/100'
	remote-host-name = '::ffff:127.0.0.1'
	is-local = FALSE
	on-since = '2009-12-27T20:13:22.764843Z'
	login-session-id = '4294967295'

md@md:~$ ps aux | grep polkit-gnome-authentication-agent-1
md        7643  0.0  0.1 147336  6268 ?        S    Dec27   0:00 /usr/lib/policykit-1-gnome/polkit-gnome-authentication-agent-1
md        8826  0.0  0.0   7336   896 pts/0    R+   09:34   0:00 grep --color=auto polkit-gnome-authentication-agent-1

md@md:~$ gdmsetup 

** (gdmsetup:8951): WARNING **: Error calling GetValue('daemon/TimedLoginEnable'): Key not found

** (gdmsetup:8951): WARNING **: Error calling GetValue('daemon/TimedLoginDelay'): Key not found
** (gdmsetup:8951): DEBUG: init delay=30
** (gdmsetup:8951): DEBUG: GdmUserManager: skipping shell /bin/false
** (gdmsetup:8951): DEBUG: GdmUserManager: Found current seat: /org/freedesktop/ConsoleKit/Seat5
** (gdmsetup:8951): DEBUG: GdmUserManager: running 'ck-history --frequent --seat='Seat5' --session-type='''
** (gdmsetup:8951): DEBUG: GdmUserManager: explicitly skipping user: nobody
** (gdmsetup:8951): DEBUG: GdmUserManager: user icon changed
** (gdmsetup:8951): DEBUG: adding monitor for '/home/md/.face'
** (gdmsetup:8951): DEBUG: GdmUserManager: user icon changed
** (gdmsetup:8951): DEBUG: adding monitor for '/home/svn/.face'
** (gdmsetup:8951): DEBUG: GdmUserManager: user icon changed
** (gdmsetup:8951): DEBUG: adding monitor for '/home/garydance/.face'
** (gdmsetup:8951): DEBUG: GdmUserManager: user icon changed
** (gdmsetup:8951): DEBUG: adding monitor for '/var/aegir/.face'
** (gdmsetup:8951): DEBUG: Getting list of sessions for user 1003
** (gdmsetup:8951): DEBUG: Found 0 sessions for user aegir
** (gdmsetup:8951): DEBUG: Getting list of sessions for user 1002
** (gdmsetup:8951): DEBUG: Found 0 sessions for user garydance
** (gdmsetup:8951): DEBUG: Getting list of sessions for user 1001
** (gdmsetup:8951): DEBUG: Found 0 sessions for user svn
** (gdmsetup:8951): DEBUG: Getting list of sessions for user 1000
** (gdmsetup:8951): DEBUG: Found 2 sessions for user md
** (gdmsetup:8951): DEBUG: GdmUser: adding session /org/freedesktop/ConsoleKit/Session3
** (gdmsetup:8951): DEBUG: GdmUserManager: sessions changed user=md num=1
** (gdmsetup:8951): DEBUG: GdmUserManager: added session for user: md
** (gdmsetup:8951): DEBUG: GdmUserManager: not adding session on other seat: /org/freedesktop/ConsoleKit/Session6