The close captioning is only available through the tuner from a station that offers it. If you are using a converter box to watch TV then the converter box would be the one turning your close captioning on. If you have a cable box or satellite box they would be the ones that control the close captioning, not the TV.
If you are using an antenna straight to the TV or direct cable to the TV then it would be the TV showing it and need to turn it off in the menu. I recommend finding a universal remote if this cannot be done through the front panel. Remember that universal remotes may not have all functions that the original remote had, but all you need is the menu button to at least work and a way to navigate through it.