the end you point at the device you want to control, is also the end of the remote that learns codes from other devices.  Usually if you hold the remotes end to end about an inch away, that will work.

I'm not familiar with that monster hdp, but from what I looked up, the original remote is RF, which means you won't be able to teach those codes to the mx780 remote.  As far as I can tell, there isn't even an IR remote option for that unit, so I think you are stuck.