I may see the confusion here.

Yogesh, when you want to program a macro, start by putting the remote in the device mode that you want the macro in. Example: I want to put a macro on the remote to switch the TV to channel 4. I want to put this macro on Macro 1 button. First, I select TV. Then I do exactly as John detailed in Post 7.

It appears as though you may be trying to select the device mode after entering the macro sequence. That's not how it is setup.

Hopefully this was the issue. Post back and let us know.

Jim