How do I program my remote using direct code entry?

Locate your device on the Code List, circle all available codes for it. Press and hold down the SETUP button until the red light turns on, then release it. Select the desired device's button; the red light will blink once and remain on. Use the number buttons to enter one of your chosen 4-digit codes. The red light will turn off after entering the fourth digit.

From the official Universal Remote Control Code List manual, page 6

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