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Question: Switching between macros on Universal RF20

When I program the RF20, I have no problem setting up the macros, but if I want to switch from watching "cable" to watch a "DVD", I have to turn the "cable" macro off, which shuts everything including the TV down. Then I have to hit DVD and it turns it all back on again. I need to know if there is a way to avoid this action everytime I want to switch between macros.