Have you checked the manual? If you've lost it you can download one from here:
http://www.p4c.philips.com/files/1/14pv163_05/14pv163_05_dfu_eng.pdf
In brief, you don't press the "Menu" button, but press the left and right arrow buttons simultaneously - that takes you to the "Settings" menu, including Autostore and Manual Store.
John Morrison, January 2006