Firstly, I apologize, I've seen this problem posted all over the internet but can't find a fix. I recently upgraded to a Motorola HD top box which came with the P265v3 remote (the one with only the TV and STB power buttons at the top) for my Dynex HD TV. I've programmed the remote and everything works fine except the volume. When pressing the Vol+ or Vol- buttons, only the the top box's volume gauge appears in the upper right corner and increases/decreases, but the volume doesn't actually change. Also, when I hit mute, it works fine. I read somewhere that because I'm connecting the STB to the TV via a HDMI cable, that's the reason. I'm not really sure, I don't know much about these things. So I'm trying to find a way for the remote to control the TV"s volume and not the cable box's volume.
When I had an SD top box with the older remote (the one with the TV/DVD/Aux/STB buttons at the top) and used the volume keys, the volume was adjusted through the TV not the STB and everything was fine.