Logitech's harmony 300 does not support more than 4 devices.
Not so strange, it's only a 25 euro do-that...
But it does support the same thousands of devices that the more expensive versions support...

You can sometimes work around it, if you can combine devices which do not conflict. you need to have the remote for one of the devices you want to combine in one device set.

Assume you have a tv, multimediabox/dvd , cable/sat, amplifier, and cd/dvd player
That is one too many....

What you can do, is e.g. combine the amplifier and cd/dvd player:
The amplifier and the cd/dvd do not have any conflicting commands, so you will not "run out" of buttons....

I simply assigned my NAD amplifier to the 4th device, and then used the
normal play/pause fwd, bckwd buttons on the Harmony 300 for the Sony cd/dvd player.

That required that I *teach* the harmony remote the commands for play/pause/stop fwd, bckwd and so on, with the original sony cd/dvd remote.

The harmony simply has then my NAD amplifier functions combined with my Sony cd/dvd commands in one device.

works like a charm.