My receiver is an RX-V750, with a (presumably) cheaper remote than your 2500, but it is also a learning remote, so perhaps it is mostly similar. My manual had a pretty good description of entering the manufacturer code for my TV (which is a Mitsubishi). For most of the TV controls to work, you need to hit the DTV/CBL input button first. Then the greenish/teal button legends apply. (So, it is the green cursor buttons that control channel and volume up/down for the TV itself, and NOT the main receiver volume buttons, for example.) Also, the green "input" button scrolls through my TV's input selections.
Note that the TV power button is its own dedicated button, just below all of the yellow receive input buttons. Thus, you don't have to hit the DTV/CBL input button before turning the TV on or off.
My only receiver frustration is that I haven't figured out how to control my cable box (Motorola unit from Comcast) from my receiver remote. To be fair, I haven't spent a whole lot of time trying to solve this - it's just that Motorola isn't listed on the list of manufacturer codes for cable boxes. Maybe I can use the learning-remote capability to make this happen. But, it is not clear what this will mean for controlling the TV, since there is only one input button labeled DTV/CBL.
For now, I use the receiver remote for the receiver, TV, and DVD player, and the cable box remote for it.
My other beef is that sometime I forget that the last input button I've hit is the DTV/CBL button. Then, when I go to change surround decoder modes, the "alternate meaning" of the button kicks in, which serves to change my TV to its antenna/coax input.