Can't create new activity profile

As you can see from the number of threads I'm opening, I'm having lots of problems with my new Garmin 540. Right now, I can't create a new activity profile; I want to create a set of pages that are relevant to when I race, but I can't find the option to "create new" that I think should be there and is described at 

I just get the three profiles that are there already, and no further options. 

Can anyone help?