Feed dogs are controlled by a button on the right side of the machine near the bottom (it's the same plastic as the machine, just feel for the bit you can push in). Once the BSR is plugged into the machine, the screen will show "BSR" and "1". To change mode, just use the stitch keys (ie the zigzag stitch button, #2, will put it into mode 2.
There is a video of the BSR here (bottom of the page):
http://www.thequiltshow.com/os/bernina_videos.php
I'm not sure which machine they're showing as I can't play it on my iPod, but they work the same way.
More videos here as well:
http://www.berninausa.com/content-n805-sUS.html