I was having a problem getting my Sony BDP-S590 to turn on using roomie. After much back and forth it was determined that the Blu-ray player needed to be connected by cable for the +wake on lan command to work. It does not work over wi-fi for me. This may seem obvious to some, but I thought I would pass on the resolution.
I was e-mailing back and forth with support and they were very patient and helpful.