[Plugin: Custom sidebars] not replaceable sidebars selected

I can only assume that I am missing something basic, but I am in fact missing it.

I have installed Custom sidebars plugin. I created 3 custom sidebars with different widgets in each (what I want to replace is the default sidebar on the right).

When I go to edit or create a new page, where I should have the dropdown menu to select my sidebar, instead I have a box that reads:

There are not replaceable sidebars selected. You can define what sidebar will be able for replacement in the Custom Sidebars config page.

Anyone know what I’m doing wrong?

Using theme mystique, but it still happens when I switch to twenty-ten which just further makes me think it’s user error.