There are indeed a number of IR protocols out there that most universal remotes just can't handle. The "stateful" A/C remotes I've been talking about earlier are one type -- they require the remote to keep track of a handful of variables, and most universal remotes just can't do that. LIRC isn't set up to remember state information either, although I suppose you could probably hack it to work...

Bang & Olufsen uses a ridiculous carrier frequency (455 khz, as opposed to the 36-38 khz used by most manufacturers), so that's another way to defeat the universal remotes.

A lot of the trickier recent protocols, such as those used for IR keyboards, keep very close track of the exact time of each pulse to squeeze in more data; so that, say, a 400 usec pulse is a 0, 500 usec is a 1, 600 usec is a 2, and 700 usec is a 3. This system passes two bits of data in roughly the same time used to pass a single bit in ordinary protocols. You can, of course, extend this system to pass as many bits as you like. And yeah, many universal remotes can't easily handle this type of protocol yet either. (LIRC has no trouble with this, though.)

I don't know what protocol the Echostar receiver is using. Most Echostar devices that I know of are using protocols that a learning remote would be able to recognize; but then, most Echostar devices that I know of are Dish Network units.