1. A method for progressively scanning channels comprising the steps of: checking whether a previous channel scanning procedure is completed and obtaining a scanning instruction; setting a channel to be continuously scanned after the previous channel scanning procedure in accordance with the scanning instruction, wherein the channel to be continuously scanned is a channel next to a last scanned channel in the previous channel scanning procedure if the scanning instruction indicates that the previous channel scanning procedure is not completed; deleting only a record of the channel to be continuously scanned if the record of the channel to be continuously scanned is recorded in a scanning record; and scanning the channel to be continuously scanned after deleting the record of the channel to be continuously scanned.