When creating a WSRP connection, the documentation says “For other methods of invoking the wizard, such as from the Resource Palette, see Section 1.6.2, “How Do I Access the Connection Wizards?” (64.2.1 How to Register a WSRP Portlet Producer) but in the case of WSRP producers, for both Resource Palette and Application Navigator, you invoke the wizard from the Application Navigator and then choose where the connection will be stored:
Adding WSRP Producer Dialog
[...] « Where to Put Your WebCenter Producer Connections [...]
See my follow up post before getting excited about this:
http://techblog.fywservices.com/2013/02/and-another-thing-about-wsrp-producers-in-webcenter/