Access Denied when Adding or Removing Retention Policies in Outlook

After enabling users for a Personal Archive you go to the properties of one of your folders in Outlook and you will notices a new Policy tab that wasn't there before.  You select "Add or Remove Retention Policies"

This will launch your default browser and take you to your Exchange Control Panel /ecp.  You might see this error after logging in:

Sorry! Access Denied.  The page may not be available or you might not have permission to open the page.  Please contact your administrator for the required credentials.  For new credentials to take effect, you have to close this window and log on again.

If you receive this error it is because you don't have the role "MyRetentionPolicies" assigned to your current Role Policy"

Here is an example of the Default Role Assignment Policy and you will notice that "MyRetentionPolicies" is not there:

Get-RoleAssignmentPolicy | fl Name,AssignedRoles

Now to add the "MyRetentionPolicies" role to the Default Role Assignment Policy:

New-ManagementRoleAssignment -Name "Default Role Policy - MyRetentionPolicies" -Role MyRetentionPolicies -Policy "Default Role Assignment Policy"

Note you can change the -Name "" to fit your environment

Now if you go back into Outlook and try to access "Add or Remove Retention Polices" it should take you back to the Exchange Control Panel but this time after logging in you should see you options: