I think you have to turn the unit off while the car is still on, so you can see the still see the clock. Then, hold down the function button until the hours flash. Use the four arrow keys to change the hours up and down and to advance to the minutes. When you finish setting the clock, hold the function button down again until it stops flashing.
You should be able to download the owners manual in PDF format on the 'net somewhere.
Actually this deck is strange in a way that once you turn the deck off with the car turned on the clock doen't even appear. That seems odd to me, but maybe it is my cd player. This is the first I have own that does this, and I have had several Pioneers.
Ah...I don't think you need the clock to display with the unit off and car on for you to be able to set it. You should still be able to press and hold either the audio button or function button without the display lit up and the clock setting should appear.
I had a Pioneer unit just like this about a year ago, and i'm trying to remember how I did it(I also remember what a pain it was to set the thing).