The process is slightly different from setting it up for a TV (you press "1" at some point instead of "0"), I think there was a website posted on here sometime ago that gave the details, I have the link at home if nobody else posts it first.
It did take me a couple of goes to get it right. If it works you can also power the amp on and off using the Sky remote as well, you press "TV" followed by the left navi button.
And that's exactly the reason I did it as well, and the missus has got the hang of it. She didn't have much choice though, the new TV hasn't got any speakers!