Generally, the way the MX-810 works is that it does power management for you. When you are setting up activities you tell it what you want it to turn on. The remote actually tracks on/off states for each device and will only turn on devices that are not already on. Once in an activity you can press the help button and it will allow you to power on individual devices if for some reason they are not already on.
The power on button in each activity is tied to the primary device for each activity by default. If you want to change the behavior of the power on button you can set it to pretty much whatever you want in the browser.
The power off button does the same thing for all activities by default. It turns off all your devices. If you want it to turn off only certain devices this can be configured in the tune up menu.
If you do not plan on using the activity concept then you can use the browser functionality to have a button that turns the devices on and off. However, I think giving the activity concept a try is worthwhile as it is implemented pretty well in this remote.