In MOSS 2007 you were able to hover over the search drop down and take you to the option to add new SSP defined scopes to your site collection. In SharePoint 2010 they’ve removed the hyperlink from the group.
SharePoint 2010 search scopes are configured in pretty much the same way as in MOSS 2007, the only difference being the SSP has now become a Service Application although the Admin UI is the same.
Once you’ve created your scope in the Service Application as you did in MOSS 2007 navigate to the search scopes settings in the site collection and instead of clicking on the name of the group click on ‘Display Groups’ (circled in blue above) and this will then give you the link to the group to administer the scopes you want to add.
Not sure why this has changed as it simply adds more clicks to achieve the same result, perhaps this is an issue with the style that has not been picked up yet?