Well here's the kicker.
Seems that the Sony receiver has a hidden menu where you can test the modem. You can test dialing, modulation, carrier handshake, and several other things. I put in a couple of phone numbers, and phones started ring off the wall in the back office. Then to test handshake with another modem, I called a couple PC that have modems in them. No Problem. Modem in receiver dials out just fine.
Call DTV for a call back, and still does not work. Now I am starting to get a little PO'ed. I don't know much about the workings of DTV support, but they sure don't know or won't accept that they have a problem on their end somewhere. Finally got CS person to transfer me to someone (they said was 2nd level tech) that might actually know how to help me with my problem.
And wouldn't ya know it, while he had me on the phone, he initiated a call back, and it went through just fine. He still would not tell me what he did, but I know he did something.
Anyway, receiver works just fine, and is calling home on a regular basis.
Thanks for the help.
Jim