No Shortcode showing

Hi I am following the Members Plug in manual.

I am logged in as a Membership Admin and I am creating a standard membership site. I created 3 levels and checked the box to create a visitors level.

When I get to the “Content Connections Tab” under available shortcodes I should see

[level-visitors] [level-level-2] [level-level-3] (according to the manual). I get this message: No Shortcodes Available.

I thought maybe I didn’t check the create visitor box so I deleted everything and started over again and I got the same message – No shortcodes available. How can I get these shortcodes or what did I do wrong.