Hi-
I would like to program my XBOX 360 media remote to control volume on my Onkyo 605 AVR, the codes supplied are only for TVs, any ideas? thanks

If you have several pieces of AV equipment (Xbox, TV, receiver, Cable, maybe Tivo) then I recommend getting the Xbox specific Logitech Harmony remote.

Here are the codes it supports:
http://www.xbox.com/en-US/support/systemsetup/xbox360/accessories/universalmediaremote-controlcodes.htm

No Onkyo.
(The 360 "universal" remote only supports TVs.)
The 360 supports MCE codes as well as its own native set, so any universal remote that can handle either will do the trick.

the xbox remote doesn't work with many TVs, either.

I highly recommend a Harmony remote.