I'm using this doc as reference doc.openerp.com/v6.1/book/8/8_20_Config/8_20_Config_accessRights/
And it states to create a group you go to Administration->Users->Groups
I don't have such an option. I have Settings->Users and that's it.
I also don't have clean URLs, so it's a little confusing when they have administration/users/groups as if that's a path I can enter. So maybe that's it...
Can't publish links because of insufficient karma so you're going to have to copy and paste.