Does Scenes only work for preset and not song mode?

I tried to program scene 1 and 2 in SONG mode and when I hit IA switch 2 after I selected Scene2 to be assigned to it nothing happens. Does this only work in PRESET mode for the Axe? And if so, how do you assign the Presets for switches 1-5 in that mode? Mine just defaults to presets 0-4 on my Axe 2. Plus if I hit INC or DEC it changes presets in intervals of 5 :(
 
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