1) The Listen and Watch buttons are your activity buttons. You make your devices on those pages (place your DVD, TV, Sat, etc. devices on the Watch page, and CD, Radio, Receiver, etc. on Listen.) I place my activity devices on the first page (DVD, CD, Radio, etc.) and place the TV and Receiver on page 2 of Watch and Listen, because you are building macros, there's no need to directly access the TV and Receiver.) Hide any unneeded buttons for the DVD, Sat, etc. on hidden pages.

2) Do one step macros. If you must have the Dolby button from your receiver on the DVD page, make a button on the LCD page of the DVD device and call it Dolby. Then do a macro, and have it just do the Dolby command from the receiver.

3) Answered above for ya.

4) You found out.

5) You should just be able to press and hold the volume button and have it repeat until you let go.