1. An apparatus setting a macro for at least one remote control, the apparatus comprising: an input unit, used by a user to input data; a data transceiver communicating with the at least one remote control for setting the macro for the at least one remote control; a memory storing names of devices to be controlled by the at least one remote control and a data file received from the at least one remote controls via the data transceiver, the data file including a device name and at least one command used in a device having the device name; a controller, upon a macro name being input, retrieving device names from corresponding one or more data files stored in the memory, displaying, from the one or more data files, a list of the device names and a list of associated commands corresponding to device names selected from the list of device names, setting at least one command selected from the list of associated commands as a macro command corresponding to the macro name, and transmitting the macro command and the macro name to at least one remote control corresponding to a device having a selected device name via the data transceiver; and a display unit displaying the list of the device names and the list of associated commands, wherein the at least one remote controls includes at least one of a programmable remote controls and a remote control.