Right - I seem to recall (not with my Beo4 setup now...) that you can then just push up or down on the diamond buttons and the Beomaster will seek.
Otherwise, if you know the frequency, then just key it in including decimals - i.e 104 MHz is 1-0-4-0, then wait a bit until the Beomaster actually tunes.
Then you need to store the station into a preset... I think it was STORE (you need to dig that up from the LIST menu) - <preset number> - another STORE.
Then just repeat until you have all the stations you want and hopefully will never have to do this again