There currently seems to be problem with the default Dapper & Edgy installs (Feisty is fine), as only the root user can add to the Sessions Manager in the Gnome menu.
For Dapper & Edgy installs, we need to change this by typing the following command within a terminal & pressing enter..
sudo chown -R user_name:user_group /home/user_name/.config/
Replace user_name with the name that you use to log into Gnome with & user_group to the name of the group that your user belongs to (usually the same as your user_name unless you’ve changed it yourself).
Now you should be able to click on the System menu & navigate to Preferences/Sessions to start up the Sessions Manager with the correct write access.