How to run a multiple hierarchical regression with both categorical and scale predictors in SPSS?
Basically, you've got three kinds of predictors:

Binary (e.g., gender sex coded female = 0, male = 1):  The coefficient is the degree to which males are higher than females on the outcome variable, holding all other variables constant.
Numeric (e.g., age in years): The coefficient is the effect of being one year older on the outcome variable holding all other variables equal
Nominal (3 or more categories; e.g., ethnicity). Here you create k - 1 dummy variables (where k is the number of categories). Each dummy category is the effect of being in that category relative to the reference category holding all other variables constant.

Once you understand how to interpret the coefficients, hierarchical regression really doesn't change anything. Hierarchical regression is really the same as running a set of regression models with different predictors (they just happen to involve incrementally adding predictors).