On the harmony you roll the wheel to go to different selections and click it to choose (if you have used a Blackberry it works the same way)
underneath it is a button that switches between modes
(let's say for TV you can have Fav. channels, Fav. listings, all channels, all listings)
All activities have a control mode where you can change activity, have access to all commands on original remote divided into equipment used for activity) and others depending on activity.

This is what you want, but I thought more details might put it into context.

For the watching TV activity you have a direct channel. it puts all the digits on screen and you just flip through them to dial your number

But it is much easier to use the guide

Also, you are supposed to be able to map functions to buttons (I have not tried that), but I would guess if you have a few channels you want to go directly you could add the numbers to the buttons (when you watch TV you don't need play)
But like I said I have not tried it yet.