http://www.aukadia.net/gps/lwg_0.htmScroll down to section 11 'more map setup' and section 12. Although this decribes how to do it on the map page, much the same applies if you prefer the Compass, or Highway, or Active Route or whatever, view.
It only works when you are 'navigating' - which means following a loaded Route or doing a Go To or (to a lesser extent) Trackbacking. At all other times the 'Distance to Next' field will be blank.
To avoid cluttering the screen too much I find its often better to turn 'Guidance Text' off. Or sometimes to turn the data fields off. I wouldn't normally use both at the same time. All via the left button.