I have the same watch and thought I had the same problem. Casio's website actually DOES have the downloadable manual for this watch in their Support section, though it's kind of burried in their "Watch Manual Archives" section. Try to copy this address into your browser: http://world.casio.com/wat/download/en/manual/
FYI, the manual number you'll need to search for is shown in a rectangle on the back of the watch. In my case it was # 3054. When I downloaded the manual and read it, I learned how to confirm auto-updating is activated, and how to do manual updating. In my case, I was trying it from too far inside my house with a weak signal. When I set all of the settings as described and placed the watch in the window with 12:00 pointing outside as shown in their diagrams, the manual update feature worked like a champ. I also learned about a couple of other neat features hidden in the watch. Too bad the manual didn't come with the watch when I bought it; it would have saved me lots of frustration. Hope this helps you!