[Mustang]

OK, please bear with me while I double check everything that's happening during the set process. A small slip during setup will mess everything up. I found that out the hard way.
When you first power up the radio and tank the sound should come on and you'll hear the engine start sequence. Pressing the set button will begin the set up and kill the sound, then starting from neutral move the left stick up then down, then right stick right to left, then right stick up and down, then left stick right to left finally with all sticks back to neutral pressing the set button again the sound should come back on. Does the sound go on and off with beginning and ending the setup?