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From the Query and Refactor window the user my open the Manager and create a new Query Set. But the list of query sets isn't refreshed after the manager is closed. So the user has to re-open the dialog in order to see the new Query set in the list.
Good catch!
The old Jackpot module is no longer maintained. There is a rewrite in progress at: http://bitbucket.org/jlahoda/jackpot30/wiki/Home