I'd definitely re-visit the setup software, because there's really no reason to have to be doing that with a good universal remote. The only reason that other remotes appear around our house is because my 3-year-old daughter knows what drawer I store the device remotes in and she likes to play in there.

Revisited the set up program for the Harmony and found a few more settings under advanced. Thanks for all the input, I have "fixed" my problems with shutting things off when switching activities.