I found a much more useful method for marking the beginning and ending of the panorama set - turn-off the auto focus and cover the front of the lens to make a completely black frame showing the start and the end of the panorama set.
This way you can locate them when you look at the thumbnails in both Windows Explorer or the Organizer of most photo editing programs.
My camera allows me to create additional Folders on my Memory Card - so I make one called "PANO" for Panoramas and I make another called "HDR" for storing them separately from the normal shots I take.
Thanks for the color - that really brightens-up the day.