The other issue that might prevent a successful capture is having the remote too close to Pronto, particularly if it's one with a powerful IR emitter. Pronto's IR receiver can become 'saturated' and unable to detect all the details of the IR code being received. Unfortunately there's no simple way for Pronto to detect this and warn the user. The best advice I can offer is to experiment a little with the positioning of the two remotes.

The other thing to be wary of is cheap compact flourescents. These sometimes use elecronic balasts in the 50 kHz range, and put out a lot of 50 kHz IR energy - which cannot be distinguished from a remote signal by Pronto. This can cause problems with operating IR-controlled equipment in general, not just with Pronto. Philips compact flourescents don't have this problem, of course :-)