On your GFX it is called Set Mode. You can save profiles there. It should be pretty self explanitory once you find this, I imagine there will be options like Save Profile, Load Profile, Rename Profile, etc.
After you get your settings all the way you want them, find that Set Mode menu, and choose Save Profile, and whichever profile you are on, 1, 2, etc., that will now be saved for good, or until you save over it again.
Mike