I also program a System Off page in a "Confirm" device on my remotes. The "Yes" and "No" buttons work as described above, and I add four dummy buttons to create a message, looking like this:

TURN
SYSTEM
OFF?

NO
YES

Also as Andrew described, my "No" button performs a Navigate- command to get you back to where you came from.

But I also add an additional feature: only on the System Off page, the "Off" hard button is aliased to the "Yes" button. This way, when I'm walking out the door, I reach up and double-press the "Off" button to shut the theater down and turn off the lights. I don't even have to look at the screen of the remote.

Granted, I suppose you COULD double-press the "Off" button when you're meaning to press a different key, but it's never happened in my house, even with my six-year-old twins.

Best regards,
Dale