This has become a little more complicated for Comcast remotes because the description "grey with a red OK/Select button" now can describe two remotes with different setup codes and different overall capability. You can find out which you have by using the 983 Command
to blink back the remote's signature. The older remotes have signature 3039 and the newer ones are 25562.
In the following I'll assume you have the 3039 remote and are using setup code 10053 or 11253. The EFC for CC is probably 00054, although it could also be 00190 or 00181. OK is probably 00007 or perhaps 00055. 00007 may also act as the Menu button.
The manual seems to suggest that one may place the TV into CC mode, in which the captions are only displayed when the sound is muted. However, the manual seems to imply that the OK button is not used in selecting this option.
If you using a different setup code, we'll need to know what it is.