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I hope you will forgive the rather simplistic analogy. It is not meant as an insult in any way.

Scenes are the folders in the filing cabinet draw. The show is the draw. The scenes have to be saved(put in the filing cabinet) before they will be saved in a show(drawer).

Scenes are much quicker in saving and recalling because they contain little to no desk configuration information…

shows contain desk configuration information that you do not want changing every time you change a scene. The show is intended to be a one time setup.

Maybe someone else can offer a better explanation than me :S