How do I program a new game mode on the Theorem Keyboard?

Program new game mode:
 
When a Game Mode is selected, specific keys will illuminate.
Game modes FN + 1 through FN + 5 are customizable. To record a game mode:
1. Press FN + 1, FN + 2, FN + 3, FN + 4 or FN + 5.
2. Press FN + HOME to begin recording.
3. Press the desired keys. Press each key multiple times to change its color.
4. Press FN + HOME to save.