TXU Energy, a power provider based in Irving, Texas, has launched a two-way demand response program through a partnership with the power companies Comverge and Digi International, for its Smart Grid with Advanced Metering Infrastructure implementation [1, 2, 3, 4, 5]. Digi provides the Ethernet/ZigBee gateway, while Comverge delivers smart thermostats which are called the TXU Energy iThermostats -- using ZigBee enabled home area network (HAN) equipment [3, 5, 6]. The TXU Energy introduced its iThermostat in 2008. The thermostat is able to connect to the Internet, allowing remote access and control of heating and cooling systems by homeowners, and by TXU Energy to cycle off the air conditioning during times of critically high demand for short periods of time [1].