I had the same problem with my MX-850 and MCE, there is an option to enable "Universal Remotes" in MCE but you can only access it with TweakMCE tools found at:

[Link: microsoft.com]

Once you install Tweak MCE there is a new menu under settings of MCE and you can turn on Universal Remote support, that will do the trick and you can press the directional keys more than once in a row.

Hope that helps!!

John