Some of the AC adapters that people have tried don't send out enough current to properly power the Pro unit. This causes all kinds of problems from certain commands not being received, to limited range. It sounds like this may be your problem. Trying a different wall charger, or plugging a USB cable (the one that came with your Harmony Remote works well) into the PS3 or another device with powered USB ports (DirecTV DVRs work well) is a good way to check this.
Another problem that has happened a few times is the board inside the Pro getting loose in shipping and the IR receiver isn't properly positioned to receive the commands. You may want to check and make sure the IR receiver is positioned correctly (it looks like a little LED). This problem is very rare though, but I figured I should at least mention it.
One last issue that tends to cause problems is the way you set up the activity. For some reason the Play a Game activity doesn't seem to work well. Even if you manually map all the commands, it doesn't seem to work right. That is why we always recommend using a Watch a DVD activity and telling it to use the PlayStation 3 to watch a DVD. You can then rename the activity to whatever you want (I tend to name it "Play Blu-Ray / PS3").
As far as mapping the commands go I usually try to map them as follows.
Harmony Button --- PS3 command
Menu --- Menu
Exit --- PowerToggle (this is the PS Home command that takes you back to the XMB).
Guide --- TopMenu
Info --- Select
Previous --- Circle
OK --- X
The rest of the commands match up to the buttons pretty self explanatory (left arrow is DirectionLeft, Rewind is Rewind, Skip Back is ChapterPrev, 1 is 1, etc.)
Then I put the following commands on the screen in this order (for the Harmony One, other remotes I do a little different):
Circle, Square, Triangle, X, Audio, Subtitle, Red, Green, Yellow, Blue, Angle, Eject
I am working on a set of instructions with Pictures for the Harmony One, but I haven't had enough time to finish it up yet. Maybe I can get it done this weekend.