Exempt not available in ESS W-4 Requests

How can employee claim Exempt on their W-4 in ESS?  

Employee cannot claim Exempt in Employee Self Service

Employee Self Service (ESS)

Munis

1. In Munis, access Payroll > Payroll Setup > Income Tax Setup > W-4 ESS Settings

2. Click to Add a new record

3. Define the new record as outlined in Additional Information below

4. Click Accept

5. Logout, then log back in to ESS

6. Exempt will be an available choice to the employee

Custom template has not been created for W-4 adjustments in ESS

The default template does not have Exempt as an option