This is how I had to complete this:
- On the Caching page, choose "Suggest" for your Tiling Scheme. You can choose the level of details if you want, but it doesn't matter what you choose as you can change them in the next steps.
- Go to the Advanced Settings. The buttons should now be enabled.
- Choose your cache directory first. If you set custom cache levels then change this, your cache levels will be reset. (Yes, this was discovered the hard way.)
- Enter your first custom scale (or pixel size depending on the option you select) in the text box to the left of "Add", then click on Add.
- Highlight any scales you wish to remove, and click the "Delete" button.
- Continue steps 3 and 4 until you have the scales you need.
If you click back on the Caching section, you will notice that the number of levels and scale info will match what you have entered.
Hope that this helps.If you plan to do this to more than one service, you will want to follow the links Anthony provided, but for changing one service, this method is better than changing the default scales.