APM SAML help...

I can see I have stumped the gang on this? Or our SAML APM guys are on vacation. Oh well I'm gonna keep posting. So I did a tcpdump and searched on host and used the IP of my SP or the IP of my test machine I get the same info. Interesting, I captured the message back to my IP testing and I got a reset which I see in my browser. The reason for this is rst_cause="[0x23e54b4:4135] No server selected". In the configuration doc it never mentions adding a pool or any other attributes to the Virtual server for the F5 as sp-vip. How do I assign a server or how does it know to get back to the proper server. I feel like I am missing something very simple here but I am missing it by a mile!