The little box has to be plugged into the PC and programmed. The codes for HomeEasy are built in to the box so you don't need the original HomeEasy remote and once you have programmed for a HomeEasy socket/switch it will out-put IR for your TSU9400 to learn. I think you need to do that for each socket/switch that you have would use a different button on the original remote.
I think that is roughly how it works. It is differnt for the Bang & Olufsen (B&O) version because my B&O remote does not have to "learn" from the little box as it already knows the B&O IR that it will recieve. (if that make sense!!!)
Then when you un-plug the box from your PC and place it in the room for everyday use, connect it to a power socket and place in view of your TSU9400, when you press the leaned button on your Pronto it sends IR to the box which it already recognises and switches on/off or dims/brightens the item.
If you go on the site you can download the software for free to play with. It seems complicated at first but you soon get the hang of it.
If I was doing it on my Marantz (Pronto) I would learn all the codes as they are produced to a hiden page and then "link" my buttons on screen to those so I can design the screen as I want. I am not familiar with the TSU9400 but I'm sure you do the same on that.
Being on the wrong forum just means that those who know about your remote probably won't see your posting to reply.
I think you can ask the moderator to move it to the Philips Pronto Professional forum.
RC9500, RC5400, RU940 & Pronto Neo, Windows Vista.