Hello Hans,
Not sure if this has already been reported...if so, please ignore.
In version 4.0.3 when
1. User selects "Save all tabs as a collection" (button is just to the left of History button
2. Session Buddy displays a pop up modal dialog with a "Collection title" edit box, an enabled Cancel button and a disable OK button
3. User selects the Cancel button (or alternatively presses Esc)
4. The modal dialog is closed
5. However, a Collection is created anyway with title "untitled"
Let me know if you need more information
cheers,
mike