As drew2k1 said, your best bet is to try and learn a sequence of key presses as one key stroke using the RAW mode.
I have the Dish VIP 622 and the only way to toggle closed captions is a sequence of 9 key presses.
I learned one command in RAW mode that I named CC TOGGLE 1 which consists of MENU > 8 > 8 > 1 > LEFT ARROW Then I learned a second command in RAW mode named (you guessed it) CC TOGGLE 2 which consists of SELECT > RIGHT ARROW > SELECT > VIEW LIVE TV
I then created a sequence in the activity using the 2 commands I created and named it CC Toggle.
It works great and moves as fast as I originally pushed the buttons while learning.
It did take a few attempts to get it right as I was testing how many key strokes I could learn at one time. In my case the limit seems to be 5, but I have heard of others getting more.
After success with the Dish DVR I then created another to do the same for my sony TV that doesn't have a CC toggle command either.