SQL Performance Analyzer for Database Replay sessions

I would like to use the SQL Performance Analyzer to compare two runs of the Database Replay, however the option to capture SQL statements in a Tuning Sets does not present itself on the Replay Workload: Initialize Options and not surprisingly, selecting the Run SQL Performance Analyzer Report from the Report tab of the Replay results in 'SQL tuning sets are not available'.  The documentation indicates there should be a selection to capture STS during the replay (http://download.oracle.com/docs/cd/E11882_01/server.112/e16540/dbr_replay.htm#CHDEBCIC), and that it is the default action, but it does not appear for me.  I am presented only with Replay Name and Identify Source, not the SQL Performance Analzyer.