Answers
It didn't work from the start.
I did change the batteries.
There is a light on the remote that says it is doing something, but I am really hoping that it is just sending the wrong signal or something cause it was a pain to hook the receiver up and I don't wanna unhook it if I can avoid it (call me lazy).
I am gonna try to put a universal remote to the receiver and change the volume. If it works then at least I know it is the remote, if it doesn't I really haven't gained any ground.
Oops, and I can exchange just the remote, but the item is on clearance so I have to find a store that carries it.