Domain - cannot assign

I have a terrible problem with domains. I set it how the Wiki said (without any IPs), but I can’t asign it - panel says “You don’t have permission to XXX.”. This is my xth try and it’s a big problem for me. Can You help me? I’m doing in panel everything good.
Everything good - I mean, I’m ‘adding a new domain’, and in the ‘web directory’ area, I’m typing the directory, that I want to be under domain.