I have a Harmony Remote (Xbox 360 version) and a Samsung DLP television (HL-R4664W).

This is really bothering me though. The arrow buttons on the remote double as volume and channel control. I believed this is how it worked on my original remote BUT when in the menu they allowed me to navigate the menu. The problem is as soon as I click an arrow while in the menu it leaves the menu and does a volume control.

I've tried different combinations while customizing the buttons but can't seem to change anything.

Thanks in advance.

Does it do the same thing in Device mode?
If so, try re-learning the arrow commands.