Try the following test:
1) Press Cable
2) Tap Setup (don't hold it)
3) Enter 00175 while pointing the remote at the cable box.
This should send the My DVR command.

If the command works, you can semi-permanently assign it to the MyDVR button by:
1) Press Cable
2) Press and hold Setup until 2 blinks
3) Enter 994 (should see another 2 blinks)
4) Tap Setup (don't hold it.)
5) Enter 00175
6) Tap MyDVR
The remote should blink twice to indicate that it recognized the procedure.