Also - On most cable boxes you can turn on the "Power and Numeric" setting in the menu. This way, a numeric key will turn on the cable box (but not off - IE: discrete on). In my case I do the following:

Macro:
cable box 0
cable box exit
wait 5 seconds
cable box exit

I have the redundent exits in there becuase if the cable box is off it will only accept a command after 5 seconds and will send a 0 to the box only after it boots up (about 4.5 seconds). If the box is already on it will instantly try to change to channel zero, so thats why the first exit is there. In addition, if for some reason none of my exits work, there is no zero channel on my cable box, so nothing will happen (exept the power turning on).