Are you using the original remote? Try the power button and the off button (runs the tv too)?
Are you using IR mode or RF mode for the remote?
Try switching modes, the won't turn off is not normal.
I'm using the rf remote that works in the other room. It will turn the receiver off just fine, it won't turn on with the remote unless I reboot it with the red button . This is only after I leave it off for the night. IS this normal to leave the receiver on and if so will it hurt me from getting the guide updated? Because if I leave it on I have no problems with having to reboot. With DISH you have to turn it off or it will not update the software or guide , so I didn't know if Directv was the same.