No I only have a single repeat. Keeping the button pressed causes the code to be transmitted over and over and hence causes the light to continuously dim.
My setup is now as follows: I have a page containing a map showing the layout of all my lights. Symbols/Numbers are used to represent the lights. When one of the symbols/numbers is pressed it jumps to a further page (one for each light) containing 4 buttons - ON, OFF, DIM, BRIGHT. I press ON followed by DIM/BRIGHT to control the light intensity. The codes (generated by CodeGen) are pasted into the IR code area directly for each button.
Note that teh Pronto appears to change the code format when you upload it back into a PC. So they become: DIM - 900B 006D 0000 0001 06F9 19E6 BRT - 900B 006D 0000 0001 06F9 11EE
You have to press ON before using DIM/BRIGHT so that it knows which light you are addressing. (Previously my macro automatically did this but that is now removed following the problems I had. I may try a longer delay if I get time and see if that works).