I had the same problem a couple of years ago. I simply phoned the sky helpline number and they talked me through the procedure using the settings menu on screen. I honestly cannot remeber the details but I can remember it was very simple.
The new remote has not been syncronised/tied in to the make of your television . You need to go through the info screens to get the code for your make and model of TV when it is input your new remote will then be able to adjust the volume etc.