Don't go to "memory" ..... Just start your system up without a game in it, and the first screen it goes to is the blade where you sign into a profile. Instead of signing into a current profile, look down to the bottom of that screen and you should see an option to "create a profile". I'm at work again or I would go thru the process step by step for you, but it's really very simple.
All that said, imo your wasting your time with the dummy profile anyway ... it really doesn't work very good. Either try IQ with My Skill or wait for CPU sliders to be put in by EA.