What keys do you program the macros on? Do you have to hit a certain key before the macro button to tell it you are using the macro version?

In other words, do you have to press "P" then the button. Then I could program the VCR key to be a macro and tell my wife to hit "P" "VCR" and it would automatically turn everything on.

Is that the way the macros work or do you just program them to the Smart Keys 1-4?

Thanks.