Can't attach a rollup group to a segment value

I have created a rollup group in the Setup -> Financials -> Flexfields -> Key -> Groups form.  I confirmed that the 'Freeze Rollup Groups' was unchecked in the key flexfield segment form.  When I am in the Segment Values Form in the 'Values, Hierarchy, Qualifiers' tab, the parent check box is checked, but the group field is grayed out.  I cannot select a group to attach.  I have tried unchecking the parent box, and then rechecking to see if this would make the group field white and allow me to select my defined group.  

Does anyone know what step I am missing?  Thank you.