Error with connecting to TEST in Financial Reporting Studio
"You are not authorized to use this functionality. Contact your administrator."
Any idea where and how I should go about this? If in Shared Services, where exactly?
Sounds like you need to give/get yourself access to create reports. In shared services your user ID needs to be provisioned with the role of Report Designer. It's under Reporting and Analysis - Reporting and Analysis Administrator - Content Manager - Report Designer.