I had a similar problem some time ago with another remote and the Sony 925...It seems that anytime you tell the macro to select any "input" on the receiver,the receiver reads that as a need to turn on again.

You're going to have to do like I did with my Kameleon and Pioneer 811...M1 is strictly "POWER" on (off) to all components. Then I told M2 to switch receiver to my VCR so I can watch locals..then M3 I tell it to switch receiver to Directv, and finally M4 I tell receiver to switch to DVD..It covers all the bases for me and I just use M1 for powering on and off...very easy and my wife agrees..:)