Not rooted?

If you have rooted your phone, it may be that you overlooked to grant CPU tuner root permission when opening it.
You should open your Superuser app and check out CPU tuner's permissions.
If you haven't rooted your phone, you'll need to root it, if you want to use CPU tuner.
I would advise agains rooting your phone, tho!
Rooting a phone has the potential to break the device/software on the device and unless you have good reasons to root it, don't do it.
Personally I do not consider CPU tuner a "good reason"!
Consider that rooting your device will void it's warranty!