Because I don't have a data cable, I have to do it the slow way...:
Turn it on, and then after the little animation, hold enter. The "Mark Waypoint" screen should come up. Hit up and enter, and change the name to whatever you feel comfy with, then go down and press OK. You should be back at the "Mark Waypoint" screen. Then go all the way down to the coordinates and press enter. Change them to what it says on the cache page, then go down and press OK. Then go up to where the guy says "OK" and press enter.
When you want to find your way there, press page until you get to the menu, then down one where it says waypoints and press enter. Find the waypoint you just saved in one of the tabs and press enter. Select the waypoint and press enter again. Select GOTO and you're on your way!