Many Windows MCE PCs use the Philips RC6 IR command format. Unfortunately, RC6 includes what is generally referred to as a "toggle bit" -- a value embedded in the IR command which flips back and forth every time a key is pressed. Though largely obsolete in modern IR codes, for some reason Philips has stuck with this concept. In any event, this is problematic for a lot of learner remotes since by their nature they are designed to send the same thing every time. The symptom is exactly as you describe.
Your alternatives are to find a universal remote which supports toggle bits, or supposedly -- and I say supposedly, because I have never seen it, just heard of it -- there is a registry setting in Windows MCE which can be modified to make it ignore the toggle bit.
I know others have faced the same problem, so I suggest your next step should be to search "toggle bit" in this forum and/or over in the JP1 forum at www.hifi-remote.com.