In response to the message by "a helpful person":

Just background for other folks, but when you're programming a signal to a device (so when you select that device it changes inputs on the receiver, for example) you switch to Learn mode, and then while holding down one of the two physical buttons on the bottom select the device you want to program from the drop-down list. This will allow you to program one signal to that device.

Now, what the previous poster mentions is very helpful, since it isn't covered in the manual. When you hold down one of the bottom buttons AND the backlight button and select the device from the list, it actually puts you in Macro mode!

This means you can apply a macro to a device so whenever you select it the Pronto will, say, turn on the receiver, switch it's input, turn on the TV, select the proper TV input etc. Once again you can program up to 255 commands, and you can bypass sending the macro by holding down one of the bottom buttons while selecting it. All of the regular macro features apply

This is very handy indeed!