I`ve done that, and it stays at the "set" mark...However, I just discovered my mistake.
The manual says to install it before the antenna tuner..In as much as my rig is a IC-756pro2 with a built-in tuner, that wasn`t done.
I just now disengaged the rig built-in tuner, and installed a manual tuner (after the HM-15) that I had laying around, and bingo. Solved.