DIAGNOSIS This is almost always a power interruption. If the clock is still showing the right time, the brewer lost power for a split second after you programmed it, which wipes the delay brew memory but not the main clock setting.
FIX The delay brew needs constant power. Plug the brewer directly into a wall outlet, not a power strip or a switch-controlled outlet. After you set the delay brew (you'll see the 'Delay Brew' light come on), don't touch the power cord. A brief flicker from your house's power is enough to cancel it.
IF THAT DIDN'T WORK Double-check your programming steps. You have to press 'Program', then the hour/minute buttons, then 'Program' again to lock it in. If you don't hit that second 'Program', it won't be set. The 'Delay Brew' light should stay lit.
HEADS UP The clock on these is not a battery-backup clock. Any power loss resets the programmed brew, even if the clock seems okay. It's a common gripe.