That's exactly what I did, but the cursor just keeps moving between the DMX channel field and 'OK'.
By playing around on the emulator, I've managed to work it out myself. It seems that you must put the cursor on the fixture number field before pressing the left or right key. I've been through the manual many times to try to work this out before asking for help, and it seems that this is one of the many things in it that is explained incompletely or poorly. And for some reason it contains several references to the French comic strip character Asterix!