Despite what the name suggests, adding yourself to the Global Administrator Role is not enough to access PerformancePoint server through the PerformancePoint Planning Business Modeler.
If you only belong to the Global Administrator Role and attempt to connect to the server through the Business Modeler you will receive a permissions error:
You need to belong to one of the other Roles (User Administrator, Data Administrator or Modeler) in order to gain access to the server content through the Planning Business Modeler.
I find this a little odd as the Global Administrator Role is required to perform certain actions like deleting an application which is unavailable (grayed out) if, for example, you connect as a member of the modeler role only.
I guess the reason is that users that are only members of the Global Administrator Role can perform the actions through the web-based Administration Console and do not necessarily need access to the business user targeted business modeler application.