Turn the key to position 1or 2 set your seat steeringwheel etc. press M and the number on the drivers seat.

This should save the seating position to my key right? Doesnt seem to work. The dealer told me to bring it in and "for a charge they can set it up".

Can I do this myself?

 

What you describe will save the positions to the memory button position. The key/car will remember the last position used when the key was last used before you locked your car. Therefore, if you give the key to someone else then the key will remember their settings the next time you decide to use your key. You can manually retrieve the positions by using memory 1 or 2 setting. This is one reason to use one key for yourself and the other key for your spouse.