Some boxes cannot control the TV. if yours does control it, it's limited. most only turn the TV on or off, nothing more. and there will be buttons on your box's remote saying something like 'TV Power,' or laid out where half the remote is TV, half is box. the RCA DTA800 and 801 boxes have that layout.
If you have a Dish Network DTVPAL+ it won't control the TV at all with its packaged remote, although i have heard stories that if you had a few old Dish Network Satellite remotes lying around they do control TV, VCR, DVD, etc and are fully-functional universal remotes.
I'm not sure on universal remotes being compatible with converters.
Hi satindoll and welcome to the forum. Have you tried removing the batteries and putting them back in the remote (doublecheck that they're facing the right way too)? If that doesn't work, do you have an extra couple of batteries laying around to replace the old ones?