You have identity store issues. Server isn't recognizing your connection. Are you using the internal user store or are you connecting via Active Directory? Regardless, you have to make sure you are registered in the admin role from either your internal store login or from your AD login
And since you will be connecting to server from behind your firewall to run a cache, make sure you are connecting to server from Catalog using your internal server connection, and not the external web adapter connection - e:g:
http://<machinename>:6080/arcgis/admin
and not
http://somename.com/arcgis/admin
David