I have a Pioneer 505, and have tried the "Last Memo" feature a few times...Don't remember if I used it on the X-files movie...But I just received Aliens, so I can try it out over the weekend and let you know.

On a "just in case we missed the obvious" note, the last memo button must be pressed while in standby mode. If you press it after you press power on, it won't work. :-)