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PS - Google if you're listening, its time for a serious usability audit. After adding all the new features, this isn't the first time I've had trouble finding something. :(
1. Within a Campaign, link on 'Edit campaign settings'
2. Within 'Locations', hit the 'Edit' link
3. Within 'Target customers by location', search for "San Francisco"
4. Select "San Francisco-Oakland-San Jose CA, US (Metro)"
5. Click 'Finished'
Its driving me crazy! :)
Serenity now! :)