From:
http://directv.com/see/pdf/060508HR20UserGuidev1_0b.pdf
"Programming Your Remote Control
You may have already programmed your remote control during Guided Setup, but if you didn't, or you want to make changes, or you've acquired some new equipment, follow these instructions. You can program the DIRECTV Remote Control to operate your TV power, volume and mute, additional equipment such as a DVD, VCR, stereo, or second TV or DIRECTV Receiver.
1) Press MENU to display the Quick Menu.
2) Highlight Settings and press SELECT.
3) Highlight Setup and press SELECT.
4) Press SELECT on Remote in the left menu.
5) Follow the onscreen instructions to program your remote for your TV or additional equipment (AV1 and AV2). Once your remote is programmed to work with your TV, the VOL and MUTE key control the TV regardless of the MODE slide switch position. If you would like to change the VOL and MUTE to work with other audio equipment, such as a stereo, you can. When you program the remote for the audio equipment, onscreen instructions will direct you on how to do this."
And this is the remotes guide, which tells you the steps:
http://www.directv.com/learn/pdf/Remote_Controls/universal_remote_user_guide_new.pdf
"CHANGING VOLUME LOCK
Depending on how you set up your remote, the VOL and MUTE may control the volume only on your TV or other components, regardless of which position the switch is under. This remote can be programmed so that the VOL and MUTE keys work ONLY with the component selected above the slide switch. To select this feature, perform the following steps:
1. Press and hold the MUTE and SELECT keys until the green light under the DIRECTV icon flashes twice and release both keys.
2. Using the number keys, enter in 9-9-3 (the green light will flash twice after the 3).
3. Press and release the VOL key (the green light will flash 4 times). Now the VOL and MUTE keys will work ONLY for the component selected by the slide switch position.
To Lock Volume to AV1, AV2 or TV
1. Move the slide switch to the AV1, AV2 or TV position to lock the volume.
2. Press and hold the MUTE and SELECT keys until the green light under the selected switch flashes twice and release both keys.
3. Using the number keys, enter 9-9-3 (the green light will flash twice).
4. Press and release the SELECT key (the green light will flash twice)."
