Allow External Data Permission

[HigherEdCognosGuru]

We are trying to turn on the Allow External Data Permission for the "Directory Administrators" but it is not showing up. We have granted the Read, Write, Execute, Set Policy, and Traverse permissions. I have attached a screenshot of our properties screen to help. We have also set the governor setting to greater than 1 in the package. Any other suggestions to activate this option?

[whatever890]

Do you have Allow External Data set on the package capabilities?  This setting is under the package properties.