Members get "You are not authorized to access this page" when managing store.

I have marketpress installed on wpmu and I have a Manage My Shop link in the header so users when logged in, can click that to manage their stores.

However, when any new user tried to click on manage my shop, they get "You are not authorized to access this page"

I don't understand because the new user is an admin of that site. Why wouldn't they be able to access their own store management?

Thanks!