Master Power button... on/off for all devices???

I just had my DTV installed yesterday and I have a question about remote programming.  I've done some searching with no luck so forgive me if this has been answered already, but...

I programmed TV to work with my Toshiba TV, and AV2 is programmed and working fine with my Sony STR-DG710 Surround Sound receiver.   When I press the ON/OFF buttons only the DVR & TV react.  I have to switch to AV2 and press the PWR button to turn the Sony A/V Receiver on/off.  Is there some way to program the remote to turn on/off all 3 devices together? 

Similar to what the COX cable remote did where you hold "power" for 3 seconds as a master on/off button, but I think I had to specifically program it to do that.  I'm hoping there's something similar for the DTV remote.