In 2010 a user's MySite is actually spread across two different sites. All
the Tabs other than My Content are actually on the shared MySite Host.
User's don't and shouldn't have full control on that site. Make sure the
user is on the My Content Tab when they look for the Site Actions button.
That tab is really their MySite. The rest is shared space that presents
personalized information to the user and others.

This is exactly what I needed. Thank you. I all makes sense now.