The technique for teaching ANY universal remote is to use a short-sharp tap on the original remote to teach keys that require just 1 keypress (such as the numeric keys) but for commands that require you to press and hold a key such as the directional buttons or volume, then teach the command by pressing and holding it until the command is learnt. Many IR remotes do send 2 different IR codes for "press" and "hold" commands but this should not be a problem for the MX series.

For more control you can use different drivers for the MCE-side of things and so this page may be of interest to you: [Link: byremote.com.au]