i am getting close but i have one problem and that is if i click on a device to use other key inputs like guide do i have to also click on my av to control the volume again
is there a way to select my directv box to use other comands and still have the volume controled by my av unit this is where all my sound comes from for everything

You are using the wrong mode. You should be in activity mode most of the time. If you find yourself having to use device mode too often, then it's time to map these device command(s) into your activity(ies): "Activity > Customize > Change the behaviour of buttons".

Just to clarify - Device mode only gives you control of one device. Activity mode gives you simultaneous control of all devices in the activity. As jlet mentioned you can add commands that you use often to the activity so you can stay in activity mode.