But it does not tell you soon enough!
I certainly can expect that a free product will have limitations. Frequently documentation on these limitations is limited in itself. I just found that to be true with MSSX in a most irritating wasy.
To avoid irritating yourself, do not bother trying to create a second SSP in MSSX.
The “Manage Shared Service Providers” page looks exactly like Office SharePoint Server including a “New” button.
And, much to my surprise, when I clicked on the button, the Create New SSP page opened. It permitted me to create a new application and application pool for the new SSP and configure all the accounts and database names. Everything seemed perfectly normal. . . until I clicked OK.
The little green wheel took a couple of turns and launched a page that told me the operation failed because I already had a SSP, but would continue to try unless I deleted the new SSP.
Of course, I had no SSP to delete, so I deleted the application that the process created successfully.
Realizing that only the Beta is available at this point, I can only hope that either the Manage Shared Service Providers page is modified to indicate that only one SSP is possible with the product or at least the New button disappears.