In video mode hit the "Menu" button - tab over to the third red box - tab down to "Picture Style" - hit set the "Set" button - tab up to "User Def.1" - hit the "Info" button - with the red box over the Picture Style hit "Set" - tab up or down to the style you want there - hit "Set" again and tab down to adjust settings for that picture style - hit "Menu" 3 times to get out.
You can have one picture style for all three user defined options with different custom settings for each. For instance, I could set User Def.1 as Auto and then adjust the sharpness up one, the contrast down a couple and the saturation down a couple. This would allow me to use Auto or User Def.1 based on the same profile just with some adjustments. You could also have User Def.1 to be Flaat10n with User Def.2 Flaat10n and some adjustments. Or simply have Flaat for one Cinestyle for another and Marvels for another.
In any case you have to register which profile you want to use for User Def. 1, 2 and 3 in the way I've shown above for video mode.