I have a 2006 Si with the 350W Non-Navi Audio system, so if you have something different, I am not sure this will work for you.
1. With the radio off, hold down the Tune button and press the Power button.
2. Use the Tune dial to scroll through the letters, numbers and symbols.
3. To advance to the next space, hit the Track forward button. The opposite for moving backwards.
Thats it!
I know this isn't much of a DIY, but I figured there might be people out there who didn't know.
2nd post on this merged-
How To: Change "Welcome" Message - threads merged