There are .ccf files
here for similar models which likely use similar codes (they're DVD Changers, too), which is probably the easiest way to get working codes. Another option is to simply bring your MX-500 to Circuit City or another store where these models would be on display, and use the display's remote to program your MX-500 (and you can test it right there on the display model!).
I've tried to located the manual for you, and was able to find the "875" model's manual, which I assume is probably very similar:
DVP-CX875P (or, purchase from Sony at (800) 488-7669)
David
www.BlueDo.com