Just been given by approach 'Continue on the XYZ approach'

, now what is that; the one I setup in the SID/STAR page or is it any other one. If it's the one I setup then that could have changed due to the weather and as ATC cannot give me ATIS, I'm not sure.
I've plumbed in an approach into the FMC, hoping it's the correct one.
Let you know when I'm down
Surely I have missed something on the approach section of this flight
Update: now ATC is saying 'check position, you show 4 miles off the airway'........
Update1: Just received cleared runway ILS36
Update3: Was 'cleared' runway 36 and now ATC says I have a runway change to runway 18, sorry that cannot happen once ATC has given you 'cleared. contact tower when established'
If there is going to be a runway change then ATC has to make that change BEFORE given the 'cleared...etc etc' command.
So, what did I miss or what do I need to change
Flight aborted