To start with, that would depend on which set-top box and remote control you are using. With an X1 and a compatible remote (such as the XR11)
* press the "OK" button to bring up the onscreen menu
* press the left arrow button (immediately to the left of of the "OK" button) twice to highlight the "CC" menu option
* press the "OK" button to turn on closed captioning
* continue as you were (press "Play", "Last" (twice), or "Exit" as appropriate)
