My MX-500 learned everything I threw at it, including the 950's commands (not surprising, since both remotes come from the same manufacturer). It was sometimes sensitive about the orientation of the two remotes while learning.

If you are having problems with the volume buttons only, I'd check to see if you have a punch-through of some sort enabled on the device you are learning to.

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gonk -- Saloon Links | Pre/Pro Comparison Chart | 950 Review