XCode 4 - Device does not show up in the schema “destination” dropdown

I can't for the life of me find out how to run applicaitons on a device (specifically, and iPhone 4) using XCode 4.

The documentation says to "Set the run destination to iOS device in the scheme editor and build and run your application."

The dropdown menu in the schema editor only has simulator options.

Could someone present a step-by-step method for running applications on devices using Xcode 4?

Using: Xcode 4.0.2 (iOS 4.3) iPhone 4.3.3

UPDATE

I ended up doing a series of restarts (Macbook Pro, iPhone 4, Xcode), did a few cleans and builds of the project, and set the "Base SDK" build attribute for the TARGET to "Latest iOS (iOS 4.3).

After that, the device appeared in the destination drop-down in the scheme editing menu.

(Thank you for your time septi!)