I'm sure I read this here already but I thought I'd post it up in the tips section.
Several (including me) have reported problems setting the CC on occasions. I was unable to identify the circumstance that caused it and I had just accepted that it was probably related to heat until now. There may be other causes but...
..the CC will not set at all until the brake pedal has been pressed, at least once since starting the car.
I guess the logic is to ensure the brake switch can disable the CC to prevent "runaway".
If your CC will not set, try tapping the brake then try again.