The project cost centre must be assigned before you start adding tasks!
On the finance tab of the project record you can set the relevant cost centre for the project.
To set the cost centre, click the change cost centre button to the right of the cost centre code field.
Select the relevant cost centre and click OK to set.
The selected cost centre will be shown in the cost centre field along with its code. All tasks allocated to this project will be assigned to this cost centre by default.
NOTE: Accounts are changed in the same way!