Server level roles (like sysadmin and dbcreator) are hard-coded into SQL server. I think Yukon will allow custom server level roles, but not 2000. In each database, you can create custom roles. In Enterprise Manager, you should see some of these under databases->yourdatabase->roles.
I tracked down the issue based on all your advice.
"Database Role Manager appears when, in the Analysis Manager tree pane, you right-click a database and then click Manage Roles."
Analysis Manager, which looks just like EM, is a seperate install. Another division in my company had it installed on their Database and it shocked me -- I have nver seen it before. It looks and feels like EM, and when you right click the database "Manage Roles" is right there. whoohoo!
We are scheduling the installation of "Analysis Manager" on our servers as I speak.
Thanks for everything.
You guys are great. Better than sliced bread. Well, better Unsliced bread for sure.