Really sorry to hear you're having trouble setting up the volume control.
The setup can be a bit tricky so it's worth trying it again. If the codes still don't work then it's likely your particular model of TV isn't compatible with the remote volume feature. We add new codes whenever we get them from manufacturers so check the list every now and again.
All the best
Tech fan? Have you read our Digital life blog yet? Check it out
Having failed with the codes that the TiVo remote tried and those we found in the TiVo help, we thought to look in the manual for our JVC TV. There was a list of about a dozen codes, the first of which worked. (To test a code, follow the instructions but use your code in place of 0999)