I know for sure because I just did it last weekend. The instructions are in the manual
, page 31.
Modifying A Parameter
You can modify a parameter by using the following
1. Ensure that you are in set up mode.
2. Choose the parameter that you wish to modify by
pressing [the power button] until the LED turns to the parameter
3. Pull and hold the trigger for 1 second. The LED will
4. Set the units value by pulling the trigger once for
each unit, the LED will flash with each trigger pull.
5. Push the [power] button to switch to the tenths value.
6. Set the tenths value by pulling the trigger once for
each unit, the LED will flash with each trigger pull. DO
NOT pull the trigger if the required digit is zero.
7. Push the [power] button. The LED will flash three
times; if the colour is green then the value has been
accepted and saved. If the colour is red then the value
has been rejected and remains unchanged.
It's pretty straight forward. The only trick I can think to pass on is that step 3 is to get it into a receptive mode. Once the LED is off, click the trigger to set it to the value you want in step 4. The trigger clicks in step 4 do not need to be 1 second long. And of course, you won't need to set a tenths value for PSP mode. The gun will give you a green or red LED after pressing the power button.
edit -- corrected dead link.