Changed remote batteries. Remote will not talk to TV or DVD

I have gone through the book. The gray button beneath the TV function was Red. I assumed it meant I should change the batteries. I did that. When the TV came on with the TV's own power button (not the remote) there was a setup screen. It said I had to connect the Cable/antenna - which was already connected (I could get all the cable stations. I finally got it to Auto Program - then that setup screen disappeared. However, I still can't get the remote to function with either the TV or the DVD (have tried the DVD codes in the book.) Help! Thank you for any assistance.

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