It is a bit subtle. On the screen, you see some digits like "1 2 3" for radio stations that have HD radio and the 1 will be highlighted. If you want to switch to 2 or 3 just use the TUNE button (up/down) to move between them.
More annoying, I always listen to the HD version of our local OPB (Oregon Public Broadcasting) NPR station, but sometimes on my commute route, the signal drops out so it jumps back to the analog radio signal. Of course, the two are not in time sync. Kind of annoying.
2016 SL with Premium Package 3 year lease on 03-25-2016.