LFE stands for low frequency effects. This is the .1 in a 5.1 Dolby Digital setup. If you are using a subwoofer in your setup, the LFE adjustment will send more or less bass to your sub. The D. Range Comp I assume represents the Dynamic Range Compression feature which allows you to increase or decrease the dynamic range of what you're watching. I use the Yamaha receiver so I'm not sure what settings you have but this basically how it works. Max. allows the full dynamic range of the film to be let out. Explosions are LOUD, and whispered dialogue is very quiet. On the other end of the spectrum would be MIN (sometimes called Midnight Mode). This compresses the range of sound between the quiet dialogue and LOUD explossions making them more equal in volume. Then there is probably a setting or two in the middle.
That pretty much covers it, but I'm sure there are some out there who have more experience with the Sony receivers who could give you more detail.