After compiling your Favourites list(s):
Press the Guide Button
Press the Red button
Select the favourite list you want
The EPG is now only displaying the channels as per the selected Favorited list.
Select a channel other than the one showing in the preview window and press OK (so the channel changes).
Leave the EPG. When you go back in you should see only your favourites displayed.
Another way of making your Favuorites stick after you have compiled.
Press the List Button
Right arrow and scroll to Favorites.
Right arrow and select the list you want.
Press OK, and OK again.
The EPG is now only displaying the channels as per the selected Favorites list
Note: There is a known problem whereby accessing news multi screens/BBCi causes a reset to the full channel list, as does selecting a channel not contained within the list....just carry out either of the above procedures again.