[veeplus1]

Ben_b was asking how to do this under Sony Bravia thread. I've just done it so here's how.

1. Press tv guide button.
2. Select Option 9 'Help and Info'
3. Select Option 7 'Help with remote'
4. Select 'tv and code' and scroll through and get codes for your t.v brand.
(though read below first if you t.v. is Sony).
5. Select 'Set Volume Instructions' and follow the instructions. Note there
are 2 pages of instructions. Use across arrow when wanting to go to page 2

For Sony the codes were 0000, 0533,0038, 0039, and 0064 (so Sony readers can skip step 4 above).
You have to try each code in turn and try volume control after entering code. If it doesn't work same as t.v. remote volume control then it's the wrong code.
The code that worked for my Sony Bravia kdl-40w2000 was 0038. Once it's successfully coimpleted both remotes are in sync and you can use either.

Hope this is helpful to some.