Click "Your devices" and choose an existing device to "piggy-back" the new "phantom" device you want to add. Choose a device you know will be active (powered on) during the new activity you'll create to associate with the phantom device you're adding. I chose my Panasonic TV since I know it needs to be on to watch TV via a Roku. If you're adding an audio-only device you may want to choose your AV receiver or home theater system instead.

On the next page, choose "Add or fix command."

Click the "Add a missing command" radio button and name the command. You'll want to use a name that corresponds to one of the remote buttons of the phantom device. To avoid confusion and repetition, and to group the new commands together, I suggest you preface this and all succeeding names with a unique designation, such as "a Roku" (the "a" floats it to the top of an alphabetical list). Hit the Next button.

Follow the instructions to "teach" the new command. The button you press on the phantom device's remote should correspond with the name you chose in Step 4. Hit the Finish button.

Repeat for every key on the phantom device's remote control. Don't forget the right/left/up/down cursor keys! Only exclude keys you're sure you'll never use.

Click "Home" on the upper left and choose "Your Activities," then "Add Activity," then "Additional Custom." Hit "Next."

Name the new activity, typically something related to your phantom device like "Watch Roku." Hit "Next."

Choose the devices your new activity will use, making sure to include the "piggy-back" device you taught the new commands for the phantom device (such as the TV). Choose the inputs as instructed, and hit "Finish."

Click "Buttons" in the upper left, click the down arrow next to the second pull-down menu (the one below "Change what a button does") and select the activity you created in Step 7.

On the "Change What a Button Does" screen under "Device," choose the piggy-back device. Follow the instructions to assign all of those new commands to the buttons you want. Hit "OK" when finished.

Repeat the previous two steps, but instead use the first "Buttons" pull-down menu, the one under "Change your screen options."

[Optional. Perform this step only if your phantom device needs to be turned on and off along with the activity. For some devices like Roku that stay "on" all the time, this step isn't necessary.] Hit "Activities" on the left menu, select the new activity and hit "Customize this activity." Under "Activity startup commands" choose "Add step," select the piggy-backed device, choose "IR Command" under "Action," and the new command for Power on your phantom device under "Value." Repeat for "Activity shutdown commands."

Sync your changes using the yellow pull-down in the upper right. You're done!