custom header image - generates an error: You do not have sufficient permissions to access this page

rbahumi
El Presidente
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When activating the Theme in the admin panel, I see this HTML code, that suggests (the possibility of) changing the header's image:

Theme activated! This theme contains <a href="http://surf-space.com/wp-admin/themes.php?page=custom-header">custom header image</a>
support and <a href="http://surf-space.com/wp-admin/widgets.php">sidebar widgets</a>.</p>

When pressing the link of "custom header image", I'm getting this error:
You do not have sufficient permissions to access this page.

Trying the default buddypress theme, this image changing functionality works just fine.

Extra details: I am working on a single blog wordpress installation (surf-space.com) with the buddypress plugin.