I think Alfred may be on to something...if you do not press the button firmly in (even hold it a sec) it will want to deviate from the station you want.
My routine: dial into a station I like making sure red signal light is bright. Then pull out button. Then push in button firmly.
By the way, on my europa II, the FM stations respond immediately but for some reason, when I hit the AM stations there is a slight delay before I get sound. Just a quirky thing I 'spose.