I have a couple of conference call numbers in my contact list:

CC - Mgmt Confidential
CC - Non-Confidential

and I do almost what you do but your phone works differently from mine, I think. On my phone "p" acts as a "pause" and "w" is a "wait" to hit the send key again. That is why I use this:

1-800-555-2121w111111#

or this:

1-800-555-2121pppp111111# (one "p" is not enough time)

And you are right. It doesn't solve the problem because I get different bridge calls put on my calendar all day.

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BB8830/Treo700wx/Treo700w/XV6600/Treo600/Kyo7135