Back Button Focus and the XT

I know what it is, but how do you set it? I have a Rebel XT, and I think it's the C.Fn-4 setting, but I'm not sure. I'm also not sure which one to use. From the Rebel XT White Paper:

The bit before the slash is what the shutter button does, the bit after the slash is what the * button on the back does.

So if you want to lock exposure with the shutter button and focus with the * button and you need to set it to function 1 on the fn4 menu.

I must admit Canon haven't made it very clear in the instructions.