Posting in the Magento forums has been disabled pending the implementation of a new and improved forum solution which should better serve the community.
For new questions please post at magento.stackexchange.com, the community-run support site for the Magento community. We will be providing updates on the new forum solution soon. For questions or concerns please email email@example.com.
Sorry about that. I forgot to explain it all.
In the tab ‘category products’, the first column in the grid has by default selected ‘Yes’. Set that to ‘Any’ (see attached image) and hit search. You should see the list of all products in your store.
After that you can even select a few from the first page and go to the next page. Your selections will be kept. After you finish with all the pages hit Save.