You press "enter". Make sure the chase step is displayed on the LCD. You may have to turn off the fixture button to see the chase step displayed. Change to your next step, press "enter" again.
Repeat until the last step DONT press "enter", instead select a page . Make sure the Chase step is displayed, then press one of the "1" to "16" buttons. The LCD will display "Chase Recorded" Or "Do you want to overwrite this Chase?" If you are overriding a chase press"yes" Then press "record" button to get out of record mode.
Press "Chase" then the same "1" to "16" button, the chase should start moving. You can then press "Speed " button adjust the speed using the data wheel Then Press Fade and try adjusting the Fade time.
Once you like the look record it as a scene. By the way all this is covered in the Video