How to change Close & Load options in Power Query

We're hoping to put a full tutorial on Power Query on this website soon, but in the meantime here's the answer to something which baffled me.  Suppose that you have created a Power Query, and used this to load data into a data model or workbook:

The option to close the query and load the data it returns.

You then go back into the query to tweak it, and want to change how you load the data.  How can you do this?  The only answer I can find is shown below.

First, make sure that you have the Power Query Workbook Queries pane visible in Excel:

Click on the Show Pane tool on the Power Query tab of the Excel ribbon.

Now click on a query, and a pop-up window will show the results of the query.  At the bottom left will be 3 little icons:

Click on the three dots shown to edit load options.

When you click on the three dots on the right, you can change how your query loads:

You can now change this option to load the data in a different way.

Here's the sort-of dialog box which appears:

This dialog box is much clearer than the original Close & Load options!