Can't say if this is really constitutes a bug. Basically, I was unable to change the category of posted gigs in WP, even though the "Select a category that gigs should be created under" in the "settings" reported the category *had* changed. It seems that the new category only applied to gigs posted *after* the change.
Since I didn't want to mess with the database directly (I wouldn't know where to make changes anyway), I just deleted the events and re-entered them. However it would be great if switching categories in settings applied to the old gigs as well.
I guess it's not a biggie, since one can work around it. Users should remember to create and select the desired category BEFORE adding gigs, or they'll get stuck in "Uncategorized" hell, like I was :-P.
(BTW, I'm using WP2.6, PHP 5.2.6, MySQL 5.0.51b-community-nt, and Firefox 3.)