You may not have removed the protective plastic tab from the battery compartment.
There is a protective plastic tab to prevent drainage of the battery during storage and transportation of the player. You need to pull out the tab from the battery compartment before you can operate the remote control.
Replace the battery, because it may be empty or defective. (Please try this step even if you have recently replaced the battery. This is to exclude the battery as a source of the problem.)
The battery may not be installed properly. Align the battery according to the ´+´ and ´-´ markings inside the battery compartment.
Something may be blocking the signal of the remote. Make sure that you point the remote toward the player's front.
Sometimes fluorescent or bright lighting can cause glare and interfere with the remote's signal. Move the player to a different location or block the light.
If you are unable to increase the volume with the remote control, the volume setting of the player itself may be at minimum. Check the volume level at the player.