Sometimes, even after adjusting personalised permissions in Shared Services, you’ll get a prompt:
“Your personal site cannot be created because Self-Service Site Creation is not enabled. Contact your site administrator for more information”
In order to fix this, go to Central Administration, Application Management and go to the categorySite Security and click Self-service site management. Enable it (ensuring that the mysite web application is selected) and the problem is fixed (not really a problem, it’s to turn off MySite creation)
Enjoy!
Uzma's SharePoint Blog 