There are many ways to begin and given I don't know your level of usage, I suggest you:

1) Use the PROGRAM pull down menu as a guide in the MX900 and MX950 software to program the remote as a basic device centric remote.
2) Tweak the remote as you understand to create a layout and flow that is all your own

After you have completed step 1, you will be able to ask specific questions about what you want to accomplish. This could include advice on well known and working setups. For example, I comprehend the macro you want to create when pressing watch then DVD. I do not get why you don't want the on and off buttons to function on DVD device. You may have a great reason -- I just don't understand.

My 2 cents...