Macros can go on any key except for the Device Keys and the P key (there may be one or two more that I am forgetting though). You are not limited to just the L1-L4 buttons. Once a macro is programmed on a key, then just pressing that key (no matter what device mode the remote is in!!) will execute the macro.

However, it is possible to "stack" two macros on one single key. You would have one macro on just the Key and then you would have another macro on the P/Key. To do this, when you are programming the macro in and you get to the point where you enter the key you want to assign the macro to, press the P and then the Key instead of just pressing the key. Then to execute the "stacked" macro, you would press the P and then the Key. To execute the normal macro (not the stacked macro), you would just press the key.

The only time that you need to press the P key is when you are programming the remote, accessing a stacked macro/key, or entering advanced codes directly. Under normal situations, you don't use the P key.

Remember that if you code a macro on a key, then when that key is pressed it will execute the macro regardless of what mode the remote is in. For instance, on my Power button I programmed in a macro that turns all of my equipment on, puts the TV on the correct channel to watch cable, and leaves the remote in the VCR mode. If I press the AUX2 device button (putting the remote in DVD mode) and then the Power button, it will execute that macro. If I press the VCR device button (putting the remote in VCR mode) and then the Power button, it will still execute the macro. So, be careful about what keys you put macros on. You want to try to pick a key that is not used in ANY remote mode. For instance, you wouldn't want to put macros on the number keys because you use those keys to specify the input for your receiver.