I have the same Kenwood VR-509 receiver as you and a RMAV3000 and had similar problems regarding the INPUT SELECT.
I can't remember what code I used to get the RMAV3000 to operate the Kenwood receiver...I picked one were most everything worked and then relearned the individual input selects using the supplied Kenwood remote. The following is pretty long-winded, but it worked to solve my problems and should help you get to selecting the inputs at least:
The Kenwood remote does both IR and RF...RF needs an antenna (page 19 of manual) The remote can be set to send only IR...this is what I did before learning IR codes with my RMAV3000. The switch is under the battery cover in the top right...there are 3 settings: 1) RF Band1, 2) RF Band2 and 3) RF Off. The next "trick" is that the receiver needs to be set the same way. Press and hold the SET UP key on the front panel of the VR-509 receiver for more than 2 seconds and release. After that, each time you press the SET UP key, the RF reception frequency changes as follows: 1) RF Band1, 2) RF Band2 and 3) RF Off. Match the Kenwood remote and the VR-509.
As for teaching the RMAV3000, the IR signal for the different input selections (the INPUT SELECTOR dial on the VR-509) you need to use the 2 of the 3 buttons labelled MUSIC, MOVIE and TV (ignore the TV button). I struggled with my setup because I thought that by pressing these keys the remote was sending the same signal each time and it was a toggle system...it is not, the remote is sending different IR signals each time (probably in increments in a loop is my guess). I found this out by experimenting with the Kenwood remote and the RMAV3000.
When you press the MUSIC key on the Kenwood remote, the order loops as follows: CD/DVD, MD/Tape, Tuner, Phono When you press the MOVIE key on the Kenwood remote,the order loops as follows: Video1, Video2, Video3, DVD, AV AUX
The "trick" I learned was to stop at the input *before* the one I wanted to teach to the RMAV3000 and then set the RMAV3000 to receive and learn the next signal.
For example: to learn the Video1 signal, press the MOVIE button on the Kenwood remote till AV AUX was just set (you will see it on both the remotes display and the VR-509 display)....the next time that the MOVIE button is pressed, the signal will change the INPUTto Video1...capture that signal onto the RMAV3000.
Once the RMAV3000 learns the input select signals its a snap...except that you manually must have set the digital or analog using the Input Mode button on the receiver (see below) and leave it there.
On page 7 of Kenwood manual it says that: 1) CD/DVD and DVD/6ch inputs are factory set as "digital" 2) Video2 and Video3 are factory set as "analog" On the VR-509, this means that there are different input connections used.
These can easily be changed on the VR-509 receiver by first turning the INPUT SELECTOR knob (or by using your SONY remote now that it has learned the inputs!) to the input source you want and then setting either "digital" or "analog" using the INPUT MODE button on the VR-509 receiver....there are auto-sensing and manual settings....I'm not sure if there are discrete IR codes for the INPUT MODE.
In my case, I needed to change the audio input type for Video3 to digital and the DVD/6ch to analog (reverse of the factory defaults) to get my two DVD palyers to work the way I wanted.
