As the sites creator, you are a member of the Administrator group.  The Guest group doesn't show up below because it is only used when granting access to specific lists or document libraries in the site.  You can also create new custom groups or modify the built-in groups for your site. 

Follow these steps to create a new group:

1. From the home page navigation bar (or the 'Modify This Workspace' drop down) select Site Settings
   
   
   
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2. Click Go to Site Adminitration
   
   
   
3. Click Manage site groups
   
   
   
4. Click on the Add a Site Group button
   
   
   
5. Type the name of the new group and select the appropriate rights (also called roles) for the group
   
   
   
6. Scroll the the bottom of the page and click the Create Site Group button to save the new group

From that point on you should see the group you created in the group list when adding new users.