You cannot create a sequence of sequences. You can, however, learn more than one actual command at a time and fool the harmony into thinking it's only one command. It takes patience and trial and error to get the timing right, and it has to be done in RAW mode. Without RAW mode when you learn a command it compares the learned command to the db and if it finds a match it uses the db command. RAW mode tells it to use the command as is. Do a search and there are several posts here dealing with that.