Thanks for all your help! I have come to the conclusion that I either have to have all the leds on or off when I am in my different modes other then cue mode. This is due to the fact that I am controlling the same FX unit for multiple buttons and I am just changing the FX amount depending on the button. If i was using a single effect per button then the Effect On method works flawlessly as you mentioned Stewe.
I am a bit confused about your "FX Store Preset" command comment. I am not definitely not using that and everything seems to be working fine.
Again thanks for all your help. Have a good one.