Are you saying that if you program a new setup code to the CD button, it changes the code assigned to the DVD button? If so, that's certainly weird.
OK, I downloaded
the manual for this remote and it doesn't have seperate DVD and CD buttons like your post implies (ie, "tv, dvd, sat, audio, vcr, cd"). Instead of a CD button, it has a CBL button.
What you need is the ability to change the "mode" of the device buttons so you could (for example) change the CBL button into a CD button, but it doesn't appear that this remote has such a feature.
My best advice is to put this remote in the trash (the only good place for it) and get a cheap One For All remote.