Hi all.
OK, here's what happened. I did as descrived above:
Ran Service Pack, rebooted, etc. (I forgot to mention, uninstall the Remote Agent, then reboot, and re-installing the Remote Agent.) I then tried once again to build my selection list, but again, it "hung". I was so mad and desperately hungry at this point that I just stood up and decided that I needed some food.
When I got back, the databases were there waiting for me. We've probably got about 400Gb's worth of databases on that server, so maybe I was just being impatient. Look, I had given it over 5 minutes in the beginning, but maybe it's just one of those things... Lots of data, much to do, etc.
My 2c worth. Hope it helps.
Lei.