I get this working occasionally. Other times the rig that I try to pull into the performances window shows a sign (like the traffic sign for a one way street) to indicate that this is not allowed.
That's two different things. I thought your initial question (which I was responding to) was about rearranging the order of performances. I think of this like being a "Setlist" where you put the songs in the order you will play them to make changing between them on stage quick and easy.
The quoted response seems to be referring to adding Rigs to a performance. When adding rigs to make up a performance you need to do a few things.
First - make sure the profilers is in PERFORMANCE MODE.
Next - make sure you have DOUBLE CLICKED on the performance you want to work with. This will result in Rig Manager showing a Headphone Icon. If you don't Double Click the Performance will not be loaded into the Edit Buffer and can't be worked on. I am not privy to any statistic on this but my own guess is that >90% of the "problems" or erratic behaviour people report is actually user error by missing one of these 2 steps. I know that most of the times I have found RM to be flakey with performances it has turned out that I hadn't down one or both of these.