Tom,
You're right! If you can't program a macro on the PLAY button then you won't be able to do what you want (press PLAY to start the movie and dim the light at the same time). I have an OFA remote and am able to program macros on any key via the JP1 cable.
Not an elegant solution but you can program "Start/Stop Movie" macros on the MX600 to operate the DVD and control the lights. Just use the normal PLAY/STOP buttons during the day and the macros for night viewing.
Don