Here's the manual. Each effect has different parameter controls so you'll need the manual to know what those are. I don't have the energy to explain in detail all of the programming nuances, but I'll try to help out some.
When you find a sound you like, hit the store button. While the LED display is flashing push the effect + and - buttons to select the patch you want to save it under (the flashing LEDs will channge from A1, A2, etc as you switch from patch to patch). When you get to the patch you want press store a second time. The display should stop flashing and your preset should be stored.
You can't switch between patches unless the control knob is set to 'play'.
Spend some time with the manual, once you do it gets much more intuitive to use.
Hope this helped.