There's no setup involved. Both applications need to run at the same 
time and in order for an EyeTV Remote to become available in RB (which 
I gather from your post it is), you need to press any button on that 
remote. And that's really it.

Please note that

1) not every button has an action attached in every application. Most 
applications only need six buttons for control (up, down, left, right, 
selection, menu). For information on which of the six buttons on your 
remote are the "navigation"-buttons, please see the table on the 
"EyeTV Remotes" page.

2) the IR receiver of some hardware supported by EyeTV has a narrow 
angle in which it can receive IR commands.

3) by default, you have to perform a long press of the "Menu" button 
to access Remote Buddy's menu when EyeTV is the currently active 
application. You can change the mapping of buttons for EyeTV on your 
remote control in Remote Buddy's preferences at Mapping > EyeTV. The 
"Menu"-button on the EyeTV-branded Remote is the button labeled 
"Enter" (the button above the green button).

Best regards, 
Felix Schwarz