You don't need Dual Pricing to do that. You can have several pricing groups and assign specific customers to one or other group. All members of each group get a discount at a percentage set for the group.

Dual Pricing is for when you want to give different discounts for individual items to specific groups of customers, rather than a flat percentage for all items. I recall that you can set three prices per item, though I've never used it for more than two, so that may not be correct.