I control my home theater with a Pronto, and I would like to have a "safe" power off macro (one that won't turn on the projector if it is already off). I would also like to be able to do things in my macros like automatically select Frame Creation and Frame Response modes, and jump to a specific input.
However, as near as I can tell, none of this is really doable with this projector. The only way to turn off the projector is to first hit "power" (which will, obviously, turn on the projector if it is currently off). My last projector had a standby button, and my TV before that was a Sony that had a discreet off IR code. As for making macros for menu items, the menu system A)remembers the last menu item you were on and B)loops - there is no beginning or end.
The closest I've come is that with the Function button you can have control over one sub-menu group. For example, if I set the Function to "Brightness B", I can have my macro be Function, Arrow Down, Arrow Down, Arrow Down, Default. With that I've set frame creation to off, and can add right once (for mode 1) or right twice (for mode 2). However, that will only let me make macros for items in the the Advanced menu, and Frame Response is in the Option menu.