To set the # of recalls, press prog/esc until you get to cab parameters. Press enter until you get to number of recalls. Enter the desired value from 1-6. Factory default is 2. Press enter. Press prog/esc.
Now you have to enter the locos into the memory.
I did not use the programming track.
To put the first loco in, press select loco and enter the number. Press enter. To enter the next, and subsequent, loco(s) into memory, press recall, then press select loco, enter the number, and press enter. When entering a loco into memory, press recall until you see either "000" or a loco/consist you wish to replace is displayed on the screen. Whatever is displayed on the screen will be replaced with the new loco!
I just figured this out myself last night.