i am building a document to help deal with this common question, but is it still in progress. It does have a decent amount of information in it already. but the long and short of it is that you only need to program in the control channel, which is the frequency listed in red for the site that most closely matches your location.
If I live in the metro and i think that site 1-001 City Center is my best match, I only need to program in 860.2375. I can either leave the filter open and listen to Mn/DOT, Minneapolis, Ramsey County, North EMS, St. Paul Parks and Rec, and MSP Airport electricians OR i can let my scanner know that I have no interest in all of those annoying groups, and only want to listen to State Patrol West Metro District, North EMS Metro ALS main and Anoka County Fire. In order to filter out all of the other crap, I need to tell my scanner that I only want to listen to talkgroups 54, 2002 and 920.