In my case, it's finally works by doing the following.
Setup Traffic Shaper by the wizard, then goto Firewall: Shaper: Queues to setup the bandwidth for each queue. For example, given smaller maximum bandwidth to P2P traffic, then the Status: Traffic shaper: Queues can be load without problem.
Thanks hoba! I know I have been asked many dump questions but your help is most appreciated!
Aldo