The response from callidus helped me to resolve the issue.
This is what I did.
1. Logged in to the Patch Manager server with the account used for the Eminentware Data Grid Server service (normally login with a local Administrator/Eminentware Enterprise Administrator account).
2. Added my own domain account to the "Eminentware Enterprise Administrators" role.
3. Reconnected to Patch Manager with my domain account.
4. Problem sovled. Able to add other users and groups to the Security Roles without error
Thanks very much.