I have a Pronto TSU3000 that is currently controlling:

Sharp Aquos LCDTV
Cox DVR Cable Box
Denon AV1508 System

I recently added a Sharp Aquos Blu-Ray BD-HP20U to the mix.

I added the device to my Pronto, set up all the necessary function buttons and 'taught' them one by one. NOTHING WORKS.

I set up the Device and Brand as DVD(R), Sharp, Codeset - 0657 ..... but I don't think that matters too much when you teach the Pronto from the other remote.

I've tried several times - so it isn't one-time pilot error.

Help!

Are you up and going yet? If not, delete that device and try again only learning the commands.

Chances are excellent that the codes were put into the remote before the Blu-ray was invented, and that Sharp uses a new set of codes so a Blu-ray and a previous DVD player can be in the same room.

I program remotes and I found (five years ago) that it takes longer for me to use the internal database than to learn the commands. I do have a template for learning and lots of experience learning, both of which speeds things up, but the database method drove me nuts. Try learning them. Read the old Pronto FAQs for learning hints.