I tested this on 1.5.2, 1.5.3, and 1.5.4 (but not 1.6 beta), and all three version had the same behavior. If you click on the Grades (gradebook) => Set Preferences, then click (enable) the Use Advanced Features button, then start to make changes to Set Categories and Set Weights... then click on Save Changes and finally back to the Set Preferences, click on the Save Preferences, then if you click on Hide Advanced Features – Ta-da!! Big problem! You will then LOSE all the CHANGES that you made in your Set Categories or Set Weights tabs!! This had cause a BIG problem with one of our professors so I hope that the moodle team could help to solve this problem ASAP. Right now we just setup a warning message to warn our users about this existing problem. Thanks!