I noticed in the MX Editor that there codes in the library for Lutron lighting. Does this mean I can purchase a single dimmer like the (SP-600) and control lights in that room using the remote only? Does the MX-850 and Lutron use the same RF frequency? Or will I have to purchase a distribution unit with the Lutron dimmer?

RF cannot yet be learned to any remote on the market. The MX stuff uses RF to transmit between the remote and the base station, the base station then turns the RF back into IR.

But back to your question, you can control a SPS600 with the preprogrammed codes in a the software.

So you mean the remote will control send the proper IR code to the dimmer then? That's what I was afraid of since my MRF-250 is 15 feet away from the light switch. I'll need to use a Xantech IR repeater system to get the IR to the switch then?
Thanks

Yep, if you have an MX600, that unit sends out both IR and RF, the 800 and 850 allow you to select, RF, IR or RF/IR for each device. Make sure you have the IR turned on for the Lutron and the remote will communicate just fine with the switch. Also, if the RF base station is in sight of the switch, the blaster on the front of it will easily hit the switch from 15 feet.

I'm an idiot, it says you have an 850 right in the title of this thread. Just make sure you have the IR is on, which by default it should be.