How do i program a jensen jr300 remote control to my pioneer dvd player?

I googled it and pulled up a site that gave me instructions, but for some reason none of the codes worked. The led light blinked like it should, but I couldn't turn the dvd player off when the instructions told me I should be able to. It's kinda frustrating to not be able to play some dvd's (like my workout ones) because I need to be able to pick specific titles. Help please asap! :)