You will have limited control of your AV receiver with the DTV remote. Save yourself a lot of grief and buy a Harmony Universal remote. I recommend the Harmony One if you can afford it, but there are many other models to choose from. They are easy to program from your computer and can learn any command. I have a One and a 700 and both are great and trouble free.
What make/model equipment are you wanting to control?
Did you even go through the setup yet to try???
You can just go through the setup on a new receiver like an HR-24 and tell it what you have and it ought to work. I can do what you asked on my TV and AV after setting it up.
Menu>Setup>System>Remote>Program>OK>...follow the instructions.