Project Manufacturing - PJM Organization Parameters - no organizations found error message

 We are implementing Project Manufacturing and using Project Manufacturing Super User seeded Oracle responsibility.  I  have associated this responsibility to HR user and can select Set Up > Manufacturing Organizations > Organizations Organization Classification >Project Manufacturing Organization and it takes me to the Project Manufacturing Parameters window for that organization.
However, when I select Set up > PJM Organization Parameters I get an error message, "no organizations found".  What does this error message mean?  I am concerned I have missed a set up or association.  I would have expected to find all organizations that are Organization Classification >Project Manufacturing Organization enabled.