this sounds as if you created an empty menu profile, didn't add any 
entries to it and made it the active profile (the green checkmark in 
front of it). It'll thus show up as "no entries" as there are no 
entries in it.

Possible solutions: 
- select or create a profile with entries and make it the active 
profile (pressing the checkmark icon in the toolbar on the bottom-left 
of the menu preferences pane) 
- add items to your empty, active profile

The Default Behaviour will only be selected if absolutely no supported 
application is in the front and none of the multimedia player apps 
like iTunes is in the background.

You'll also find a lot of easy step-by-step guides for things you'll 
want to do if you don't want to stick to the default settings in the 
online help and more specialized stuff in the Remote Buddy FAQ.

Best regards, 
Felix