User roles are available on webs hosted by web servers running SharePoint Team Services from Microsoft and FrontPage Server Extensions 2002 only.
Note If you don't see the Show a list of roles option, you are probably in a subweb that uses the user account and roles settings of a higher-level web site of the server or virtual server. To work with accounts and roles, either go to the top-level web site, or set up unique permissions for this subweb. See your network administrator or ISP for more information.