What model do you have? I have an HR10-250. Try this. Pull up the Directv Central screen. Go to Messages and Settings. Then Video. Closed Cationing options should be there and you can turn it off.

Thank you. My model D10-200. I tried to find the settings you listed by going to menu, but couldn't come up with anything to change (but I am electronic illiterate). Any other suggestions for me, remembering how little I know about this. LOL

I just looked at the manual for the D10-200 and I didn't see anything in it about CC. So it may just pass it on through the Directv to the TV.
Have you checked to see if they turned it on in the TV rather than the Directv?
On my Sony remote there's a 'Display' button that will turn CC on and off.

Thank you so much for another thought. I'm off to try to find the TV remote (hopefully). I have to leave in about 15 minutes, so if I don't find it right away, I will check it out when I get home.

That did it........Thank you so much,jimisham. I never would have thought about the TV as I was so into trying to figure it out from the satellite.