Saving Web Templates in Portal Roles in Web App Desiger

Hi,

We are on BW 3.5 and Enterprise Portal 6.0.

In Web Application Designer, I clicked the icon to open a web template and one of the folder buttons is "Portal Roles." But when I click on the button, it says "No Portal Connected (See Customizing)."

Can someone please give me instructions on setting this up?

Thank you!