not sure if the manual is wrong.  but the Please Wait Screen jump can be added by clicking on the Jump button in the macro window.  It is a weird icon with arrows pointing to the right,  just left of the Variable button [V=1]

When you click on the Jump button, a window opens up.  Across the top of the window you have 3 options.   Select Target, Default Jump, and Please Wait Screen.  Select the Please Wait Screen option, then you have a choice of two different graphics depending on if you are using an RF base or direct IR.