I'm not quite understanding what you want to do, but if you want to set the volume control on the Comcast remote to alway control the receiver's volume do the following:
Assuming you have the receiver set to "AUX":
1. Press and hold SET (LED should blink twice)
2. Enter 993
3. Press AUX
That should set the Volume lock device to the receiver.
If you are asking if the Comcast can be set to control the Onkyo receiver's volume, try code 0135. The problem is that Onkyo receivers uses two sets of device codes (the other one should be 0842) and not all of the keys work with this code, including "off" ("on" should work). There is a way to upload an upgrade file to add a protocol that combines the device code, but you need a JP1.2 cable to add that to the remote via a computer.