Your player may require a firmware up date to turn on the RS-232 port. If you are in Europe or the UK use the firmware download from that web site or a direct link from the player to the internet. In other words, don't use firmware from another region.
You can use the BDP-33 RS-232 command list on the USA site at pioneercustom.com
The info for the BDP-33 is- RS-232C Cable Type: 9-pin CROSS cable Settings Speed: 9600bps Data Length: 8bit Parity: None Stop: 1bit