Step by Step:
1) Open xLobby setup module
2) Make sure IR Plugin is set to USB-UIRT
3) Create a new device with the name of the component you wish to control
4) Press the "New" button under the command list window to create a "newcommmand"
5) Under IR Command change the "newcommand" to your desired command name (i.e.: play, stop...)
6) Select the learn button then press hold your Harmony remote within about 3" of the USB-UIRT until the command is done being learned
7) Click the "set" button then hit transmit to see if it works (sometimes you will need to up the repeats to 2 or 3 in order for it to work with your component)
New custom command is now available for use with any event you would like
Here is a screenshot of one of my IR devices:
Hope it helps!!!