Okay guys I appreciate the help as it pointed me in the right direction. I have no idea if it was firmware issue as there was a reported bug in the mode 1 gear setup and I'm using mode 3, so I FINALLY figured out how to hook things up, the directions could use a lot of work, and downloaded the current firmware. Ran the sequencer setup again and it stays after you shut the power off and turn it back on again so the day has been a GREAT success....

Thanks again to those who answered my post!