Something I've recently noticed is that my receiver seems to stay on what ever the last advanced surround setting it was on. Meaning if I've been listening to music, on advanced music, then I switch to watch a DVD the receiver input will change but the advance setting will have to be changed.Can I program the remote to remember what advance sound setting goes with what activity?

The other question I have stems from the above, when I need to change the advance setting on the receiver I have to switch to the device then go to the sixth page of commands to find it, how can I put the advance setting button on the front page of the watch a DVD/listen to CDs activity?

You can include the advance sound setting as "Additional Command when activity starts".
The command doesn't have to be on the sixth page in Devices - you can re-order the commands as you like - in Devices> Customise Buttons - but it's better to USE it in Activities as you suggest.
Activities' LCD commands can also be re-ordered, and of course you can also use spare hard buttons.
In Activities> Customise Buttons you can allocate any command from any relevant device to any button.

In the Activity > Customize buttons, you can map any command from any participating device to any (activity) key.