(Though, that was probably just totally me).Try dragging the keyword entitled “Assign this one” to the keywords table.
So, I was going along all right, until I reached this paragraph:
When assigning keywords from the HUD, you can optionally assign the groups to which they belong. To see this in action, click on the plus-sign next to “Characters” in the black Keywords HUD to reveal the names of some characters. If you dragged the name of one of these characters to the keywords pane in the inspector, only the name of the character would get assigned.
I'm assuming that there was supposed to be a keyword entitled 'Characters' with some sibling and child keywords and it's just missing. Anyway, I thought I would let you know.
Also, and I just discovered this while making this post, when you open up the 'black keywords HUD' and then you click onto another window (in this case, firefox), the HUD is still the top window and, when you click on it, it brings Scrivener up.