I'm sorry guys, I didn't see this post until this morning and I'm back at work. In fact thinking about when I was programming the remote there was more than 1 that worked for volume. Are you guys following the instructions for programming the AUX button with a AV Receiver? (From the manual) Makes sure you are doing step number 4 below because that is the key.
Instructions Additional Information
1 Turn the device on. Use the device's front panel buttons or its
remote control.
2 Find the brand name of the device in
the tables starting on page 128.
If the brand isn't listed, see Setting Up Using
Device Codes Scan on page 78.
3 Press and hold the mode button until
all the other mode buttons light up, and
then let go of the button. The mode
button flashes.
For example, hold TV for a TV until all of the
other mode buttons light. When you let go, TV
will flash.
4 For AUX mode only. Press 0 for a
second TV, or 1 for a second VCR,
or 2 for a tuner, or amplifier.
This step is for programming which kind of
device that should be programmed in AUX
mode. If you're not programming in AUX mode,
skip to step 5.
5 Enter one of the three-digit device
codes from the table using the number
buttons.
The three-digit device code should be for the
brand name of your device that you found in
step 2.
6 If you want to program Limited Mode,
press 1. If not, skip to step 7.
See Limited Mode for more information.
7 Press POUND (#). If you entered the code correctly, the mode
button flashes three times.
8 Press POWER to turn off the device. If
the device does not turn off, go to
step 10.
If the code works, the device should turn off.
9 Turn the device back on and try some
other buttons to make sure they work.
If the code works for other buttons,
stop here.
Sometimes POWER works when other buttons
don't. If in Limited Mode, try VOLUME or
MUTE.