I tried changing the preset as well and here's the deal. Follow the instructions carefuly. When it says to put the ignition in the on position (II) don't actually start the ignition, just put the key in position II. It took me a few tries to figure that out. It will not work if the engine is running.
Good luck,
Matt
Oh, and by the way - it only unlocks the driver door, not all of the doors, if you select the option for unlock when key is turned to off. I don't know about the option for when you put it in park, though.....FWIW