the learning remotes that do RF are built to send RF to a base station that then retransmits the code as IR and are not built to learn or transmit directly to an RF device.

you might be able to build this device [Link: laser.com]

and it might work (never tried.)

Like James said, the Lutron should not be a problem [Link: remotecentral.com]

but the fan might (what brand is it)