If it's like the memory recall on my last Chevy it should be as simple as setting everything where you want it, press and HOLD both the Set and 1 buttons until you hear a confirmation beep (it may take a few seconds if it is over writing an old setting). I used to do it all the time while the car was running as I found that perfect spot for the seat and wheel.
You may need to go into the personalization menu and turn off the auto recall. It may only allow one memory position per keyfob when the auto recall option is set. I also would do it when the car is running or on. I seem to recall it was finicky when the ignition wasn't on.
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