Azure Active Directory mobile service application Permission changing

I have created an Active directory in the Azure and added the mobile service application we are developing to the active directory applications following this guide: http://azure.microsoft.com/en-us/documentation/articles/mobile-services-dotnet-backend-windows-store-dotnet-aad-rbac/

The problem is that I can not give the privilege for my application to read the active directory. 

I can only change delegated permission. If I change the Application permission and press save, sometimes saving fails and sometimes shows success but actual permission always stays Zero(0).

What could I be doing wrong?

Note: I have created a new active directory (Not using the Default directory).