Make sure your receiver is wired correctly. You can't just attach it directly, you have to wire it with some capacitors and resistors. Look at the schematic for this receiver board: http://www.sparkfun.com/commerce/product_info.php?products_id=8554 I bought that receiver board and it works fine, you can just stick the wires into it without making any circuitry yourself.
I also use this library with it: http://www.arcfn.com/2009/08/multi-protocol-infrared-remote-library.html