For the record, in the version I'm using, v2.01, pressing the Insert Blank button gives me the option to insert at the :
- Slider's Position
- Beginning of the timeline
- End of the timeline
With a black clip at the end and a crossfade, a neat fade out is achieved.
You can even make an end title fade in and out with the right number of blank clips, one with a title, and crossfades 