I contacted the manufacturer, and they confirmed the protocol is a proprietary one, but they suggested I hack the remote directly, and even offered to send me some remotes to play with, so I am going to go down that route. The remote is very easy to hack too.

@petewill I looked at the Leviton controller - but I am in Australia, and they don't make an Australian version (for some reason, Z-Wave in Australia is on a different frequency).
And the fans I am using are Hunter Pacific fans made by an Australian company, and that is probably why the remote works on a different frequency. I believe Hunter and Hunter Pacific are different companies - just in case anyone gets them confused.

@BulldogLowell I started out by opening the remote to see if I could find any useful information, and you are correct - they are very simple and should be very easy to wire up a pro-mini inside it. What I don't know is whether I can have 2 remotes on the same fan, as I don't think I will get away (by the rest of the family :-)) with hacking the one we have. It was also an interesting exercise to see if I could figure out what the remote was doing.
@petewill I am using the Neoteric remote from Hunter Pacific. Unfortunately they don't have any controllers that you can integrate in to any home automation system. I am going to contact the manufacturer to see if they will help, but I doubt it.

This has been very useful, and I have been trying to use the same technique to see if I can control a Hunter Pacific fan that came with a Neoteric remote.

However, if anyone else is looking to sniff RF signals, you might find the discussions here very interesting:
http://www.princetronics.com/how-to-read-433-mhz-codes-w-arduino-433-mhz-receiver/

Basically, you can use a 433 MHz receiver to sniff the signal without having to use a sound card etc. Would have saved me a bunch of time (but I did have fun trying to figure it out).

However, I have now come unstuck as the signal from the remote I have appears to be encrypted in some way as the signal changes every time - each button press results in a different signal being sent. I will continue to see if I can figure it out, but I don't have too much hope.

Thanks again for a very interesting project, and taking the time to write it up.

Regards,
CalvinAndHobbes