If you want to show your security under with drop-down option than you need to use below information/code.
You need to create one .xml file which will represent the information of security name and it's options for example:
<?xml version="1.0" encoding="utf-8"?>
<openerp>
<data noupdate="0">
<record model="ir.module.category" id="module_category_name_test">
<field name="name">Your Application Name</field>
<field name="sequence">7</field>
</record>
<record id="group_name_test_user" model="res.groups">
<field name="name">Application User name</field>
<field name="category_id" ref="module_category_name_test"/>
<field name="implied_ids" eval="[(4, ref('base.group_user'))]"/>
</record>
<record id="group_name_test_manager" model="res.groups">
<field name="name">Application Manager name</field>
<field name="category_id" ref="module_category_name_test"/>
<field name="implied_ids" eval="[(4, ref('group_name_test_user'))]"/>
<field name="users" eval="[(4, ref('base.user_root'))]"/>
</record>
<record id="group_name_n_number_option" model="res.groups">
<field name="name">Application N number of Users</field>
<field name="category_id" ref="module_category_name_test"/>
<field name="implied_ids" eval="[(4, ref('group_name_test_user'))]"/>
<field name="users" eval="[(4, ref('base.user_root'))]"/>
</record>
</data>
</openerp>
NOTE:
Don't forget to give read, write, create and delete access right to the new model/object/class of your application.