I have changed all the bulbs and the lights still don't work. As an aside, I won two of these and the other works fine. I tried the other remote (changed the code) and it does the same thing so I don't think it is the handheld remote. Is there more trouoble shooting?
Thanks for your question and welcome to the community!
To get started with your troubleshooting, did you change out light bulbs that are rated for dimming? Lots of newer energy saving bulbs, like Compact Fluorescent Lighting (CFL) can't be dimmed. Some are, but a lot can't be.
Try this out first to see if this is the case, since the fan does work okay as you say. Next, make sure the receiver (the part that is inside your ceiling fan) has all wires securely connected. Only do this after making sure the light bulbs are dimmable.
Beyond that, the next step would be to replace the remote and receiver. Since you have the model number of your Hampton Bay fan, try contact the customer service hotline for them below.
Since they unfortunately aren't open on weekends, the earliest you can contact them is next Monday.
Let me know the progress on the lights of your fan. I hope to hear from you soon,
Bilbs are good. Went up to look at light again....and it was on.....