Setting a sleep timer with the direct tv remote

One of my favorite features of my Philips TV is the ability to set a sleep timer - nothing fancy, just choose 30 minutes or 60 minutes and the tv shuts down as requested.  Since we've had direct tv, that feature has been unavailable to us.  

Is there a trick that we're missing, or a guide somewhere that we can use to set this up?  I can't believe we're the only direct tv customers who sometimes go to sleep with the tv on!