2 way unsupported I think is it telling you there aren't any 2 way drivers for the device you're trying to set up. The MX-5000 needs a DHCP server on your network. Usually this taken care of by your router.

Finding the proper IP codes takes a bit of work. Usually you can get this info from the manufacturer. Sony can be notoriously hard to get this info from direct. For their products it is better to look elsewhere. Like IR signals, there may not be a direct spec for your device but another for a similar one will work. Manufacturers save money by reusing hardware/code.

I'm not using any 2 way modules. They seemed to be limited to a very few devices none of which I have.

I use the MX-5000 for IP control and find it works really well. However my network is pretty well sorted out. The MX-5000 can have problems with improperly configured networks and wireless. I use it (well, 6 actually) without a base station.