I am trying to define a Remote Access application in our development sandbox and my user profile has the "Manage Remote Access" user permission.  This is all that is required, according to https://na8.salesforce.com/help/doc/en/remoteaccess_define.htm, but I get the following error when clicking "New" under Setup | Develop | Remote Access.

Insufficient Privileges

You do not have the level of access ncessary to perform the operation you requested. Please contact te owner of the record or your administrator if access is necessary.

What additional permisison is required to do this?