When using soft tabs (I use a tab size of 2), the shift indent menu options and the alt -> / alt <- keystrokes shift the selection by 8 spaces instead of 2.
The only work around (as far as I know) is to manually insert spaces in front of each line in the selection.
Environment specifics: Sun JDK1.3, NT4.0, jEdit 3.0 pre 5
Shift indent uses the "INDENT SIZE", not the "TAB SIZE" in jEdit 3.0 and later. The tab size is only ever used to expand tabs on-screen. Both can be changed in the Buffer Options and Global Options dialog boxes.