Yeah, not well explained anywhere, but dead simple really. Just set the camera up how you like it in whichever mode you want (I have one set for manual with street parameters, two for aperture priority with general parameters, and 3 set up for face recognition), go into the menu under memory, select the proper "bank" or number with the left/right control, and then hit ENTER in the number you want to set and it just remembers all of your current settings.
-Ray