I presume that you created the application group, application using the report setup whizard.
If so, you would need to manually add a report ID field and check the box that says' 'Application ID' field.
This is available under Application Group -> Field Information tab.
After you have added an Application ID field, to the application group, the next time when you try to add an application to this application group, you would get a dropdown on the first page while defining the application which would have the application ID dropdown pre-populated.
Unless you do this, you cannot add a new additional application to an Application group.
If you have already done this and still getting error, post the error message here.
