Thanks Edmund....it worked !

I had so many calls with DirecTV regular and Advanced support and they had not clue. I'm going to post this as a seperate thread (giving you all the credit) with the step-by-steps for other Newbie's like me. I'm guessing there are alot of other folks out there who have these settops near each other for one reason or the other and don't want to use RF.

HR20 First:
1) Make sure RC24 remote slider bar is on DirecTV logo
2) In the HR20 go to Menu> Settings> Setup> Remote> IR/RF
3) Select IR if not already and proceed with the hold [MUTE]+[SELECT], then 961, then [PgDn] button selection. This will set Receiver to IR
4) Go ahead on remote and hold [MUTE]+[SELECT] again, then type 00001. This puts 00001 as the code set for this remote....DirecTV slider position.

H20 Next:
1) Slider on RC24 remote is on DirectTV logo....power on H20.
2) In the HR20 go to Menu> Settings> Setup> Remote> Receiver Mode. You will see either DIRECTV or AV1/AV2, click on whichever to reveal both at the same time. Press AV1/AV2. At this point the remote will not work so you'll need to go to the H20 unit front panel and use the arrow buttons to select [DONE] on the screen. This has now set this H20 Receiver to understand the code sets from AV1/AV2 slider position.
3) Go ahead on remote put the slider on AV1 position. Now go ahead and hold [MUTE]+[SELECT] again, then type 00002. This puts 00002 as the code set for this remote....AV1 slider position.

OK....done. Now when the RC24 remote slider is on DirecTV logo is controls HR20, when on AV1 it controls H20.

So, for me having a Home Theater and wanting to integrate the functions into a Philips Pronto although I do not know the discrete IR code sets I can perform learn functions with the RC24 remote to my Pronto for both slider positions.