This is a common problem I have with where I am working.  The problem exists because a single user with a username and password can't exist on differing portals through the interface.  Dot Net Nuke just gives you the same error message that you are getting.  The only way that I know to add the users in is through directly adding them in the database.  This poses a problem depending on the version of DNN that you are using.  The newer versions are using a slightly different setup for their user tables.  The way we are solving this problem is to write a module that allows us to manipulate the database from within dot net nuke, making it so you don't have to do it through Sql Server or other database interface.  It only took me a couple of days to write the module and it is still being tested so I can't give it out till I know it work correctly but it really isn't hard to do.  Really you wouldn't even have to write a module, you could just develop the page in visual Studios (VWD) and then upload the page and add it to an IFrame but I was writing several modules anyway and went that route.  I can give you more info if you want but it is a common problem.