Yes you can. If you have the Guide, within the Settings menu you can adjust your settings on your set-top box to turn on captions only when mute is enabled.
To adust settings:
- Press the SETTINGS button on your remote.
- Scroll left or right to the Quick Settings category.
- Scroll down to select the Closed Captioning option and press SELECT.
- Scroll up or down to highlight On with Mute and press SELECT.