Radio Station Memory?

I have a Pioneer DEH-2100UB and have sucessfully installed this in my Skoda Fabia. Everytime i turn the radio and store the station in my radio, everytime i turn my engine off, it resets and the stations are lost and i have to begin the process all over again. Is their a special procedure i have to follow to keep the station in memory or does this sound like there is a fault with the radio.

Thanks very much

Reidacus
May 2009