The first time you do this, you'll be prompted to enter your zip code (Hendersonville is 37075), and then it will want to know if you get your TV from broadcast/antennae, cable or satellite. If you pick cable, you then get to pick which cable system serves you. If you pick satellite, you then have to pick a time zone (Hendersonville is Central) and a satellite provider such as DIRECTV or DishNetwork.
After that, it will remember who you are and always show you the correct TV listings. If you ever move or switch between cable, satellite or broadcast, just choose "Change Providers" at the top of the TV Guide program grids.