Digital scanners are notoriously complex to program / set up; they always have been. They've only gotten more complicated over time.
Are you trying to set up favorites with the EZ Scan software that came with the unit, or are you trying to do it through the front interface of the unit? Trying to set it up directly on the unit is theoretically possible but very VERY complicated. You're more likely to wind up throwing it through the wall in frustration than you are in setting it up the way you want through the unit's interface.
The unit came with a short USB cable. Use that cable to interface with the computer (not just any USB cable; the one that came with the unit). Load the EZ Scan software, do the necessary updates, then you can go to town setting up your favorites as you like them. The software gets a bit of getting used to but once you get the hang of it, there's virtually no end to the possibilities of setting up the Pro-668.