The old exclude internal transaction bug from 2004 is back with 2006.
In a budget report all transfers to internal accounts are shown whether Exclude Internal or Inclue All is seleted under Customize, Advanced, Transfers. For my experience this is a rather long list especially if the Non-Zero Actual/Budgeted option is selected under Categories.
Submitted a bug report, but if Intuit responds like they did in 2004, this won't be fixed until 2007.