You've already said they used a scope to "see the frequency range of the demodulated data from there remote control." So you only need a low frequency scope, preferably a storage/digital type.
You could probably do the same with the PICKit2 in Analyser mode. Or a PC sound card and Audacity.
I noticed that if I take my guitar and set the remote on top of the pickup and press a button that I hear the frequencies. I ran pro-tools and added an equalizer, then I set all the low frequencies off so I could demodulate the data.
I recorded the sound of the on and off buttons. I zoomed in on the graph and I noticed that both graphs were different. I'm just not sure how to read it or what to look for, I'm a newbie at all this..