How do you set the last track in a folder?

The instructions say that the folder icon has 3 states that is cycles through when you click on it - track, folder, and last track in folder. But I only get the first two and I can't set a track as the last track in a folder. What am I missing? -Frank

You can also drag multiple tracks onto another track to create a folder too, find that the easiest way normally.

I tried both of those. Not working.

You need to make one track a folder parent track FIRST, and then go below and select any lower track for last folder track. It's exactly THREE clicks! If you have SWS extensions, you have a very convenient "Set selected tracks as folder" command. It's just one click, then ;) (Well, if you disregard the menu diving and bind it to a keyboard shortcut!)