You can only program these buttons to a specific radio or satellite station. Than can also be used for phone numbers and navigation destinations.
I did the samething you tried, it would have been nice if these buttons can bring you to the presets. However, no one mentions using the voice command. It will bring you to the presets and start playing the last station selected in either radio or satellite. Voice command will also allow you to tell it which station. THis is a highly underated feature which is awesome. I find myself talking to this vehicle all the time!