It's on page 37, near the very end of the information on the tuner. Tune to the station you want to save, press "MEMORY" on the remote, and then type in a two-digit preset number that you want to save the station to ("01" or "09" or "30" for example). Then tune to another channel (the "DIRECT" button on the remote is handy for this, as it lets you type the station in without scanning to it) and repeat.