The fan is remote only. The remote works the fan and its features, however the light is always on. The remote will not work the light. You have to turn the wall switch/power off to turn the light off, this of course also turns the fan off. Why will the remote not operate the lights, but will operate the fan?

It's possible the light is hard wired to bypass the receiver. Open up the switch housing and confirm it is connected to the two wires marked "light"

Otherwise it would simply be a problem with the remote or receiver. What happens when you push the light buttons on the remote?

http://www.ceiling-fans-n-more.com/ceiling-fan-remote-controls.php

Nothing happens when I push the button on the remote. The light is just always on. The only way to turn it off is with the wall switch, but that kills the whole fan, you know what I mean?

Does the LED on the remote light up? If not, it might be as easy as getting a new remote, or even spraying some cleaner in the buttons.

But if the remote responds as it should and the fan does not, it is likely a receiver issue. You can get a new receiver, but it's easier to take the whole fan back to Home Depot for a replacement under warranty.

Did you check the wiring?