First use the New Item Wizard, select Type: Matrix, fill out the form, and click Next.
View your worksheet of item additions and uncheck any that don't apply, then click Next.
Check off the option "Edit Item Properties" and click Next.
Once the grid is created, click on Attributes at bottom, then scroll to the right until you see the column labeled Item Type: Standard.
Click on the first entry in this column, select Serialized and press Enter. Right-click on the entry you just made and select Copy. Right-click again and select Paste to All Rows. Click OK to save your changes.
Note: You can also change existing matrix items to serialized by selecting Database, Items, Item Matrices. Select a record, then click on Attributes and follow the same procedure to change Standard to Serialized.