Sorry, Conne, I've never had Sky (and I wouldn't want it, apart from the small selection of their channels I get via Now TV), so my knowledge of their systems is limited to what I've found out on the internet. So I might not be much help here.
However it occurs to me that you might be mixing up the remote controls for your TV and for your Sky box. Once your TV is set up to view the signals from your Sky box (where the 'source' will be something like 'HDMI' or 'HDMI1') you'll no longer use it to change channels (even if you want to watch 'ordinary' TV, such as BBC1). You should ONLY be using the remote control for the Sky box to change channels (although you might well still need to use the TV's remote control to adjust the volume).
Your post reads as if you're trying to use the TV set's remote control to change channels. If so, use the other one!