1. An apparatus setting a macro of a remote control, the apparatus comprising: an input unit, inputting data from a user; a display unit displaying the data input by the user and/or other data; a data transceiver communicating with the remote control; a memory storing device names assigned by the user corresponding to devices to be controlled by the remote control and a data file including device function control commands received from the remote control via the data transceiver; and a controller displaying on the display unit the other data comprising a list of the device names and the function control commands included in the data file stored in the memory when a macro name is input by the user through the input unit and setting at least one command selected from the list of the function control commands as macro commands corresponding to the macro name in the remote control.