You might be able to find a manual or some other information at the Pioneer support site, http://www.pioneerelectronics.com/PUSA/Support/Knowledgebase
But I suspect the stereo wasn't installed properly, so it's not getting any electricity while the car is turned off. Or maybe there's a burned out fuse. You should check your fuses first, as that would be the easiest fix. If that's not the problem, it might have to do with the way the stereo is wired to the car. The stereo should be drawing enough current to keep the clock set even while the car is turned off. I had a car once where the battery kept dying, because I didn't drive it much. I had to reset the clock in that one quite a bit.
Ok, so I bought a car with a Pioneer DEH-P8MP CD Player installed but there was no manual. I've figured out just about all the controls and how to set the clock; it's just that I have no clue on how to save what I just did. It resets everytime I turn off my car so I never know what time it is.

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