I'm guessing you have a CR 712. I have not set mine for awhile because I have a dash clock. There is a switch on the bottom of the unit that disables the clock. In cars that had dash clocks the radio clock is disabled. You have to take the radio out to change this setting.
Assuming your clock is enabled:
Press the memory button (m)
Then press the clock button: The hour should be displayed
Use the up/down tuning buttons to set the hour
Then press the clock button: the minutes should be displayed
Use the up/down tuning buttons to set the minutes
Then press the clock button: the time should be set