Comment 4 for bug 964705

There's no bug there: we're on purpose defaulting to system-wide connections since Oneiric. This means one will need administrator rights to be able to create system-wide connection profiles, which explains the popup. If you don't want to create a system-wide connection, you should still be able to uncheck the "Available to all users" checkbox and be able to create your new connection, which will only be availble to yourself. Obvioulsy, this also means that "available to all users" connections require adminitrative rights to be modified.

Is there anything above that doesn't work with what you're seeing? I suspect the issue is simply that your user account is somehow not an administrator.