Scanners can admitedly be a bit tricky to operate at first. Without knowing exactly which scanner you have, it sounds like the channels you are referring to are the scanner's built in memory channels. Scanners have a set number of memory channels to store radio frequencies, it could be 100 channels in your case. If you have your scanner instruction book, look for something along the lines of how to input a frequency into a memory channel. You can store all the frequencies for CLE
or wherever you wish, and once they are stored in a memory channel they will be saved and it is easy to switch between them.
Here are some approach frequencies for you to try, from http://www.airnav.com
CLEVELAND APPROACH: 119.625, 123.85, 124.0, 126.55