Hey Arjen,
There isn't a quick and easy way to do that, unfortunately. I think that UEIC had this in mind when they created the "Home Theater" device key on the "Producer 8" class of remotes (which includes the 15-1995). With the HT key, you can quickly change where certain functions come from.

On the 15-1994 the only way to do it would be to do three key moves of the TV volume controls over to the device that you are using, and then do another three key moves when you want to use the amp again, not ideal - I realise.

In my case, I have two VCR's so I have set one of them to use the amp's volume, the other to use the TV's. Everything else goes through the amp, so if I want to use the TV volume I just switch over to TV mode when I need to adjust it.

Rob.