Thanks for your reply. I think one of my plugin preventing it from working properly. I was only having problem with it when I’m in “Theme Options” using Chrome. Otherwise, it’s fine.
Found out from the following post that someone else was having same issue with the “clean retina” theme. Turns out this is an issue if you’re using Chrome. I used IE and then was able to add the social links for the site. Looks like this issue is across multiple themes.