To program the Regency R4010 scanner, first, turn it on and press the "Menu" button to access the programming mode. Use the arrow keys to navigate through the options, such as frequency or channel settings, and enter the desired values using the keypad. Once you've made the necessary changes, save your settings by selecting the appropriate option, typically by pressing the "Enter" or "Save" button. Finally, exit the programming mode to return to normal scanning.