What you're describing is a "macro". An "advanced code" is something else and normally can't do things like change modes or execute a second step.

Unfortunately, neither a macro nor an advanced code can be assigned to the DVD key without some extra software installed via the JP1 cable.

I think there are a few very different models of remote that are named "Cinema 6". The URC-6800 is named that, and there is JP1 "extender" software available to put macros on device keys. I think the URC-7560 is also named "Cinema 6" and it also has that software. The URC-6200 is also "Cinema 6" and is quite hard to add a Jp1 connector to and doesn't have extender software available.

To be (excessively) precise, there are also JP1 software tools that let advanced codes switch modes and/or do more than one step, but you can't assign an advanced code to DVD without an extender and once you have the extender, a macro is simple.