Aw, you're such a n00b (no offence intended)
Ok, so you go to Settings -> Multi-keys. There are 8 multi-keys in total!
(not pages). So when you press the button 1, it means you're selecting multi-key 1. After you tap the multi-key number, you can select which button actions (X, trinagle, square, up, down etc.) will be executed. Select the buttons you wish to bind to the multi-key, so the little checkboxes are GREEN
. The rest should be left GREY, so they're not enabled. Then go back to on-screen key menu. And simply scroll to the multi-key you just set up.