You might see the error message MAR-10706: 'Insufficient Privileges to call this screen' in case you select a user role that does not have any menu items assigned, either by switching to a project/discipline which has this role assigned (in User Access for Projects), or by selecting the role from Role list in the Session Settings dialog.
To resolve this issue, contact your administrator to assign at least the Home (BIR_START) menu item to the role. Alternatively, he should assign a valid role in User Access for Projects.