Hi, Deltapa. I saw your review on Amazon also.

I'm in the same boat, though it seems at least one Amazon reviewer is able to teach his, so I don't know if it makes sense that a step is missing from the manual. He mentioned pressing the button to be taught extra-long. I've tried various times and the same thing always happens: the SET light flashes quickly and the remote returns to normal mode (all the lights turn off).

It'd be great to hear from anyone who has one and has been able to teach it.