I've had the F11 for a while now and am still stumbling my way around with it. You have to go to Program, then *Create* to set up a training program, I believe. Then, I *think* you can press Exercise, go to Settings--then go to HR Set. You can choose Ownzone (I still don't have that figured out), general, or silent. I personally go to silent, then to edit, then to HR limits, then I pick the one that I want--light, moderate, hard.
It's really complicated, if you ask me, and annoying. Like I said, I still can't get the OwnZone to work right. You warm up with it and raise your heart rate 10 beats every time it beeps, but I never get it right and then it sets a ridiculously low level for me to train at. I am hoping that someone here can offer better advice on how to use the HRM, though!
Also, you can go to the Polar web site and download a PDF of the directions. It sort of helps.