How do I preset radio stations?

PRESET RADIO STATIONS
1 press RADIO BAND. AUTO PRESET to select the band.
2 Hold down RADIO BAND > AUTO PRESET for 2 seconds until "AUTO"flashes in the display
3 Press DSPL/ENT/MEM. The stations are stored in the memory from the lower frequencies to the higher ones.

if a station can not be preset automatically.
you need to preset a station manually.
1 press RADIO BAND. AUTO PRESET to select the band.
2 tune int he station you want.
3 hold down DSPL/ENT/MEM. for 2 seconds until the preset number flashes in the display.
4 press PRESET + or - until the preset number you watn for the station flashes in the display.
5 press DSPL/ENT/MEM. The new station replaces any old one.

TIP the preset radio stations remain in memory even when all power is disconnected.

manual available at sony
http://www.docs.sony.com/release/CFDF10.pdf