Go to Enterprise Manager > Business Intelligence > right click on coreapplication > Application Role.
Select the role which you want to add the users to and click Edit.
then Click Add(+) and select application stripe as obi and from the dropdown select User and search and the user to this app role.
That should make the user member on the role in OBIEE 11g
Else refer to > http://obiee2go.wordpress.com/2012/06/14/obiee-11g6-how-application-roles-groups-and-users-work-in-obiee-11g/
Hope this helps.Pls mark if it does.