It would help if you listed the type of remote you have. The numbers are in the upper left corner. Assuming you have an all white remote:
The volume keys NEVER work initially with ANY audio code in the Directv white remotes, reason is the volume keys won't work at all without a TV code programmed to the TV device. Once there is a TV code its volume is now in the way, but that can be remedied:
So with
TV code in, a code that powers the Sony programmed in, probably 31758, to get the volume:
1. av1 or av2
2. press and hold MUTE & SELECT, wait for two blinks, release
3. enter 9 9 3
4. press VOL DOWN
If you want the Sony volume in ALL devices do the following instead:
1. av1 or av2
2. press and hold MUTE & SELECT, wait for two blinks, release
3. enter 9 9 3
4. press SELECT