Starting at 2011R1, a new right-click action is available at MSTDAT/FST, MSTDAT/MST, SVCDAT/MST, and the Master Orders tab at MSTDAT/CTG. The action allows you to move one or more orders from any closed control group, or any control group you have open, to any other closed control group, or to any other control group that you have open.
One effect of this change is that if you are closed out of Advantage while at MSTDAT/FST, you no longer need to go to MSTDAT/CTG to close and reopen your control group. Instead, go to MSTDAT/FST and press the Current Control Group button, where the list will contain the control group you were just in. Select this control group and click the Open button, and you will be presented with the option of reopening the control group.