I've just checked my Bentley.  First off...get the security code.  Then
switch radio on.  The radio display should show SAFe.  Now push and hold
AM/FM and SCAN buttons.  The display now changes to 1000.  Then release
AM/FM and SCAN buttons.  The display remains showing 1000.  (Note that if
you hold down the AM/FM and SCAN buttons too long the radio will think that
you are trying to enter the number 1000 as the code and it will lock up
again!)  Now enter the radio's secret code using the first four program
station buttons.  The code number will appear on the display.  Now push and
hold AM/FM and SCAN buttons again until the display changes to SAFe.  Now
release the AM/FM and SCAN buttons.  The radio display now changes to a
radio frequency.  Your radio is now coded and plays.

If you have tried twice and failed the radio will lock up and the SAFe
display will not change.  Maybe this is what has happened here.  Now you
must leave the radio switched on for about an hour.  After one hour try
again as above.  Note that the radio will never permanently lock up no
matter how many times you try and fail.  You can keep trying indefinitely.

Good luck

Rich