If you have devices that respond to commands from unrelated OEM remotes then your options are limited. This isn't a problem with your harmony remote. It is a collision in the IR commands the devices respond to.
Check if either of the devices support an alternate IR command set (which a manufacturer might supply on a device you could conceivably want to use more than one of in the same room). You might be able to decouple them that way.
You could try physically separating them so you have to "aim" the remote at one or the other. You'd be relying on a limited IR beam size to direct the command. But this is awkward and likely ineffective since IR can bounce off surfaces (which is usually a good thing).
You could throw more money at the problem by getting a remote that can send commands via RF and forwards them to an IR emitter on an addressable RF channel. That way you could place an IR emitter in front of one of the conflicting device and "hood it" to prevent that device from being able to see IR from any other source. That way one device could respond to general IR commands and the other would be limited to the IR generated as a side-effect of being controlled by RF.
You could buy different equipment that doesn't have a conflict. 
