Why does this happen?
If you encountered an error that read "Unfortunately, since you are a Manager of this account, you don't have the permissions to create a Snapshot...You'll need to contact your Account Owner to create a Snapshot of this website" then you don't have access to that domain within the Crazy Egg account. The reason is that you have Manager-level permissions.
How to Resolve this Situation
There are two options to resolve this situation. You can either contact your Crazy Egg account owner (the person who invited you to the account) and ask them to either add create the snapshot for you. OR contact your Crazy Egg account owner to add the domain and change your permissions to access that domain. The steps are below what your account owner would need to do.