I thought I was "following the directions to the letter" but I really wasn't.
To program the Lynx Controller/Dimmer.
Step 1 - Turn off power to controller and move jumper to program mode
Step 2 - Run RJ's Lynx Address Program and select address you need. Click on Program button Click here to download if needed, Lynx Address Utility
Step 3 - Turn on controller and count to 5
Step 4 - Turn off controller and move jumper back to operation mode
Step 5 - Click Stop on the Lynx Address Program
Step 6 - Turn on controller and use your selected program to see if controller is now on the correct start address.
What I was doing (because I didn't think it would matter) was:
I turned off the power. Moved the jumper to Program. Turned on the power.
Then, I clicked Program on the address program, counted to 5, then went to step 4.
I'm guessing (and RJ could confirm) that the Programming Data String must already be present on the CAT5 when the MR16 controller powers up so it can catch the information during bootup. Otherwise, it either ignores the programming information or just can't do anything with it.
It was more convenient my way, but it didn't work.
So, a more fool proof set of instructions should include
LEAVE THE POWER OFF at the end of Step 1.