Hi JK, and welcome!
The controller can be a bit confusing, at first, but once you play with it a bit, it's actually easy. Just remember, the 3 elements of the 6 programs are 1. What box temp? 2. What's the trigger? (Time "t" or Temperature "F"), and 3. How much, or how long (temp or time).
Dave's right, turn the unit off, and start over. Do this:
Press SET
Use the + button to select 250 in the right window.
Press SET
Use the + or - to select "t" in the right window
Press SET again
Use + to set 4.0 in the right window
Keep hitting SET to cycle through steps 2-6. Once you see a temp displayed in the left window, you are done!
Remember, 3 settings for each of the 6 program steps; box temp, trigger (time or temp), and how much.