It sounds very much like you are trying to tune the TV, not the box. I suspect what is happening is the TV's analogue tuner is scanning the channels, finding the carrier signal for the digital transmissions, rejecting it and passing on to the next signal it can find. Assuming you are in a post-DSO area, the only connection from the box should be the SCART lead, the TV no longer requires an aerial input. Connect the SCART lead to the socket(s) marked "AV1" on your television and "TV" on the box if it has more than one.
As others have said, immediately you turn the box on, the TV should switch to it automatically and switch to the appropriate AV input on your television. You should then switch to the box's menu and do a scan for channels.
I am not familiar with that particular box but usually you can see it scanning the various muxes and adding the channels it finds on each to its EPG.
The possibilities are numerous but a faulty SCART lead is a distinct possibility or the plugs may not be fully pushed home.
One suggestion, another possibility is a faulty box. You could return it and get
one of these for about the same price. Although you will not get an HD picture on your CRT display, it has two fully functioning SCART sockets and now manual tuning (another possibility for your problem is that the box you have is picking up weak signals from a more distant transmitter that uses lower frequencies than your nearest, manual tuning gets round this). You will also get any new services that may be launching over the next few years.
If you do get one of these boxes (or you find the Dion box works and has the option), set the output from the box to RGB, this will give you the best picture possible on a standard definition set.