Hold the remote closer and repeat. As a last ditch effort, touch the remote emitters to the photodiode. If this doesn't work there is a problem with your circuit, either the use of a low quality photodiode or a placing the phototransistor in the wrong way.

It records okay but when I replay the device I'm trying to control doesn't respond!

Check to make sure the IR LED was placed in the proper orientation.

Place the CIR and the appliance as close as possible and try again. If it works you may need a brighter IR LED or to build an additional emitter section.

If only some codes don't work try re-recording them while holding the remote either farther or neared the phototransistor.

If you have a hex dump utility, check the recorded file. It should NOT consist of a LONG string (>40) of FFs, instead it should have different numbers in it. The presence of a long stream of FFs followed by a long stream of 00s means you recorded the code too near the CIR. Re-record and hold your remote control a little further away.