Version: Slicer-4.0.gamma-2011-06-14-win64-x86
It happens in the interactive editor demo data set (it is in here http://www.slicer.org/slicerWiki/index.php/Slicer_3.6:Training).

Here are the steps:

1. add volume
   \EditorTutorialDataset\grayscale.nrrd
   2 select editor module, select generic anatomic colors
2. Under “Create and Select Label Maps”, click “Set” button. Then click “Create New” option.Select the color table Slicer3_2010_Brain_Labels from the list ‘Default Labels from File’ and click on Apply. A new volume should be created. But I cannot see it.