If you want the macro to turn off the TV, CBL and VCR, the sequence would be...

1) Press and hold SET, 2 flashes
2) Type 995, 2 flashes
3) Press POWER (this selects the button where the macro will reside)
4) Press TV - power - CBL - power - VCR - power
5) Press and hold SET, 2 flashes

In other words, in step 4, press a device button followed by the power button for each device that you wish the power macro to control.

Also, just FYI, for future reference, you can ask questions about the Atlas remote in the "One For All" forum here at Remote Central as it's made by the same people that make OFA remotes (ie, UEI).