I just can't figure it out. How can I add a hobby whitelist? Is it because I have no profile yet?

http://www.theeroticreview.com/info_policies/whiteListFAQ.asp

Your first reviewer will establish your profile.  I don't think you need a profile to whitelist a client, as long as you are a member provider.  You search under reviewers for his handle.  When his list of reviews appears, there should be a link that will allow you to give him a whitelist referral.