The option dialogue (Tools -> Options) seems to be missing an "Apply" button that will save the settings as they have
been set without closing the dialogue.

I personally likes this as after I've made some configuration on a single tab I'd like to save before going on to the
next one, reason being that I might make some changes on the next tab that I don't want to save anyway and the cancel them. 

It's a small thing, but I think that most users are use to an "Apply" button in an option dialogue.