Create function returning "set"

I have pgadmin 1.4.12 and pgsql 7.3.2
I can't create a function returning a set because
I can't check the corresponding option
I do "create object... -> ...Function -> Properties -> "
and I try to check option called "Returns a Set" but it doesn't seems possible.

For the moment, I have to create my function under "psql".
Moreover, after that, the view under pgadmin of the new function, shows me the
option "Returns a Set" checked !

Is this behaviour normal ?

thanks for your response.

(Sorry for my english...)
tronika(at)free(dot)fr