Hold the device (tv or vcr) button and mute until the device button lights up. Enter the code for your brand of device (tv or vcr). Point the remote at the device while doing this, if you have entered the right code, the device will shut off. Hit the device button again to lock in the code.
If code is not listed (or none of the ones listed work). Hold the device button and mute until the device button lights up. With the remote pointed at the tv or vcr, push the channel up button. Each time the device button lights up, it is trying a new code. Repeat until you find one that shuts your gear off.
Former Directv tech (and still a customer)