1. While holding down the ASSIGN button, press the PROGRAM key ( the highest F# key) 

2. Now you can let go of the ASSIGN button.  It should stay lit. 

3. The keys on the right side of the UMX have numbers above them, 1-0.  Enter the number of the program that you want, and press the ENTER key. The assign key light will go out, and you have changed the preset.