+1 to everything hdtvluvr said above.

The only thing I'll add is this: Something seems to be screwy in your setup. The codes for the Sunfire are in the MX-500 database, I'm sure of it. The fact that none of the codes worked is very puzzling.
Either you got a bad MX-500 (but the learning worked) or their is something going on with your Sunfire receiver. Check to see if the Sunfire can be set to use 'alternate' code sets.
Many receivers back in the day, would allow you to switch to an alternate IR code set. The remote would then need to be switched to that IR code set as well.
This is the only thing I can think of that would perfectly describe the problem you are experiencing. Although I would think some of those IR code sets in the MX-500 would also be for the Sunfire alternate code sets - but maybe not???

[edit]: I found the manual to the Sunfire and just read thru it. There are no alternate code sets for the receiver. Not sure why the code sets are not working on the MX-500. I did note that the firmware is different from the MX-500 and the factory Sunfire remote. Note: the 3 digit codes for Sunfire on the factory Sunfire remote are different from the Sunfire 3 digit codes in the MX-500.

I'm just worried that you could get one of the nicer MX-850 remotes with the software, and still run into this same problem. Because none of the codes in the database will work that Sunfire for some odd reason.