Do you have Shared Services? Did someone register it with Shared Services?
Check whether AuthenticationModule CSS is enabled in Essbase Server -> properties -> Environment
I can't tell from that screenshot exactly which version you're on, but anyway - security is being managed through Shared Services. You need to log in to the Shared Services console to create a new user.
EDIT -- Celvin got in before me!
OP, when you say "any more" - when did this last work? Has the system been upgraded since?
Thanks guys! I guess it was my mistake and the right thing to do -as both of you mentioned- is using the Shared Services (Managing Users and Groups in Oracle Hyperion Shared Services Version 220.127.116.11 - YouTube).
Thanks for your time and help!!