I Think, it's a bug,

When i want to configure my JogShuttle, but it seems to be not working, and after kdenlive restart it's gone.

Qt: 4.8.1
KDE: 4.8.4 (4.8.4)
Kdenlive: 0.9.3

Output from Terminal (starting kdenlive, change JogShuttle-Settings, save, close kdenlive):
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QWidget::insertAction: Attempt to insert null action
QWidget::insertAction: Attempt to insert null action
Can't open Jog Shuttle FILE DESCRIPTOR
Object::connect: No such slot KdenliveSettingsDialog::slotCheckShuttle(int)
Object::connect: (sender name: 'kcfg_enableshuttle')
Object::connect: (receiver name: 'settings')
Object::connect: No such slot KdenliveSettingsDialog::slotUpdateShuttleDevice(int)
Object::connect: (sender name: 'shuttledevicelist')
Object::connect: (receiver name: 'settings')
Object::connect: No such slot KdenliveSettingsDialog::slotUpdateShuttleDevice()
Object::connect: (receiver name: 'settings')
Can't open Jog Shuttle FILE DESCRIPTOR
kdenlive(2955)/kdecore (KConfigSkeleton) KCoreConfigSkeleton::writeConfig:
Can't open Jog Shuttle FILE DESCRIPTOR
Can't open Jog Shuttle FILE DESCRIPTOR
kdenlive(2955)/kdecore (KConfigSkeleton) KCoreConfigSkeleton::writeConfig:

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Seems to be user-mistake, no bug :o)