Do you know for sure that you have the right remote for that receiver? If so it could be a faulty remote or a faulty receiver. You could try taking the remote to a store and see if it controls their Sony receivers. They might even let you see if your receiver will receive commands from their remote.

I have a Sony receiver that suddenly stopped responding to commands from a remote. I think the IR circuit must have burned out.

If you have a universal remote you can program it to control a Sony receiver easily. If you don't, the Sony RM-VLZ620 costs only about $20 at Amazon and should come pre-programmed to control your Sony receiver.