iOS How to create an Archive in Xcode 4 ?

Hello, I'm trying to create an archive of my App in order to test it. I have follow the Xcode 4 Guide to do it, but still no luck. In build settings I have:

Skip Install to debug>NO
release>YES.

In the Schemes options, I have:

Archive> release
Scheme> MyApp
Destination > iOS Device
Build Configuration > Release
Option > On (to show archive in Organizer)


After I press Archive or Product> Archive, it seems to build it .. but when I check the Organizer > Archives...there is nothing. I also checked the default location.. the archive Folder is there but it's Empty. I must be missing an option or something 🙁

Thanks for your help

(Let me know if you need some photos)

Thanks Zambono, yes i needed to codesign from a distribution profile.