I would order the serial cable along with the USB-1 USB-serial cable from Scanner Master, then download Freescan as mentioned in the wiki. Software makes programming these DMA radios a heckuva lot easier than doing it by hand. Another plus is that if you have questions, you can dump your radio's contents and let others see what you have.
As for your channels disp (disappearing? Please type out your words - this isn't AOL...) the first thing that comes to mind is something that screws a lot of newcomers up - not allocating and enabling quick keys. They are like bank switches - they control what is and isn't scanned.
This is covered in the FAQ and the manual...
Another possibility has to do with trunking. If what you're missing is a trunk system, if the scanner can't hear the system, it can't scan it - so it goes by so fast that it appears to have disappeared. The little antenna that comes with the scanner is a compromise on many frequencies (read: no better than a wet noodle), so a better antenna is usually a good idea unless you're real close to what you are trying to hear
Mike