There are "SMART" Universal Remotes out there that can be set to Learn the signal from the original remote when you point it at the new one and hit the button you want it to learn.
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If the remote control is compatible with your GPX unit no programming should be necessary - the codes are stored inside.
The "standby" light indicates the unit is powered up so naturally it is on all the time.
Subtitles are embedded in the program material. Perhaps you have closed captioning enabled on the player. If so, it can be disabled by selecting MENU and turning CC off.