Has anyone found a way to turn the dang thing off with out having to press the off button twice?

I can't find a way to make my Harmony remote do the off command twice. So everything else shuts down and I end up with the "push off again" message.

I had the same struggle with my 890 and then realized its not a bad thing. If you accidentally hit that button your going to have to restart the PJ, which is the hardest thing on your lamp. Just go ino the 'device' portion of the remote and shut the PJ off seperately - it's not a bad 'safety' when you consider lamp strike is the largest impact on the lamp life.

Cant you make the harmony remote visit the PJ twice? Maybe at the start of the macro and then again at the end of it?

My Harmony sends 2 offs to my Sharp 9K. Not sure how...

my harmony 1000 sends two offs automatically

Harmony will do this... you have to mess with sending it twice and setting the delay. Check the Harmony site and the AVS thread.
This is a safety feature which saves bulb life from inadvertently turning it off and having to turn it on again.