Actually, programming is as follows.
Set PGM/RUN to PGM
ENG
(TMCC #)
SET
... then...
AUX0
(reset code)
Set PGM/RUN switch to RUN
The TMCC # is the ID for the engine, the reset code is whatever the manual says, I don't know the actual engine number, so I can't be specific. Some locomotives don't have a specific reset code and just require the ID setting.