When using the volume UP/Down buttons or the directional buttons, the operation stops working soon after it started issuing commands. So I'll be trying to crank up the volume and it will work fine initially, then it stops! So I have to keep hitting the buttons to make it work.

Any ideas on what the problem would be?

Specifically, what are you trying to control?

Highlight the appropriate button with the code you want to repeat. Then look in the macro window at the bottom of the editor. You will see the actual code you need to modify. Simply double click on it and you will see a selection box labeled "Repeat while button is pressed". Select it and then hit OK and you should be good to go.

sounds like I wasn't very clear, sorry about that.

Here is the scenario. I want to turn up the volume (as a real example):

Action: Press and hold UP volume control button

Expected: Repeated volume UP command until button is not pressed anymore

Actual: Volume UP command stops after a second or so and Classe SSP-600 stops incrementing volume level.

Is my mx-3000 device broken or do I need to issue the repeat command for every button I want to use in such a way?

In the MX-3000 editor you need to make sure that the "repeat while button is pressed" is checked .for the volume.