HOW SET UP YOUR TRITON FOR MGRS .. Military Grid Coordinates.
Thanks to "sdmanthey" from the Triton Forum.

1) Click on menu > View > Settings > Navigation
2) Under Coordinate system select MGRS
3) Then you will be asked for the accuracy setting. This is up to you but most military grid coordinates are based on an eight digit grid coordinate (10 Meter Accuracy)
4) Under zone select MGRS-1
5) Push the ESC button and it will back you out to the Navigation settings again.
6) Select the Map Datum (most common is WGS84)
7) Select your North Reference .. This is a personal preference but I like magnetic for two reasons. First, I am already converting my grid azimuth to magnetic azimuth to use my compass. Second, it is easy to remember that both my compass and GPS are based on magnetic North. I don't have to remember different settings.
8) Again hit the ESC button to return to the GPS screen... (get out of all the menus)
9) Hit the button in the center that opens the Options Menu
10) Select Map Options.
11) Under quick info, select coordinates.
12) you are done... ESC your way out

What this just did will allow you to move the cursor to the exact MGRS coordinate you want to plot and then save as a waypoint.