Basically, you are granting yourself full rights to operate the BlackBerry server... from your ID. You log into the server as your ID, and you do not need rights to open mailboxes. Since you delegated access to yourself to manage the BES, you can manage it at will without having that ability.
To set it up, log in as your BB admin account. Open up the BlackBerry Admin console. Click on "BlackBerry Domain". Click on "Role Administration". Add away!
As a side note, I remember that role administration was added to BES.... and i dont remember which service pack it was done in. I think it should be there in your version..