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Question: Frame rate in 'P' mode

Hi. In the manual it says that even while in 'P' mode, I can still change the shutter speed by using 'flexible program' and turning the Main Command Dial left or right. When I do this an '*' does appear but the shutter speed displayed in the lcd window doesn't change. It seems to stay on what 'P' mode wants! can anybody help? Thanks a lot. Pete