Here's the deal: Blu-ray came out early in order to beat HD DVD to market... but they did it before they had finalized on the to-be hardware specification... so there are multiple versions of the blu-ray spec out that support various blu-ray features. Things that vary are based in hardware... things like storage requirements, processing speed, and network connectivity. The version you want is the 2.0 version of the spec, also called "BD-Live". Most players sold today (yes, today) do NOT support this standard. The best most players support today is the 1.1 version of the standard.
HD DVD didn't experience this problem because they waited to release players until they had finalized on the complete spec. Blu-ray didn't, so the standard evolved while people were already buying players.
Currently, the only blu-ray player on the market that is believed to support the BD-Live standard is the PS3, though opinions may vary because the BD-Live standard may exceed the raw processing power of the PS3. However, it meets the specs in every other way and is completely firmware upgradeable.
Don't confuse this with CEC, which should currently always be version 1.3a... that's a separate integration/automation standard primarily supported by HDMI connections today.
Good luck! :)
Wiki Reference: http://en.wikipedia.org/wiki/Blu-ray_Disc#Player_profiles