Whenever I try to apply a custom colour scheme to a space following the indications here:

http://confluence.atlassian.com/display/CONF20/Editing+a+Space's+Colour+Scheme

I don't get that menu, I get a:

Global Colour Scheme
This colour scheme will use the globally defined colour scheme for this space.

Custom Colour Scheme
A custom colour scheme which can be edited.

I select the custom colour scheme, I change colours but they don't reflect in the space. If I change colours in the Administration -> Look and Feel > Colour Schemes screen they do get applied.