I recently bought a open box of the Samsung HT-E5500W to pair with an older model of Samsung LED TV (2009 Model UN46B8000) that I have, which does support Anynet+. I tested the system with a Firefly Blu-Ray and the audio is just fine.
However, when I'm trying to get the sound from the television to the speakers, I am not receiving any audio. When I go through the TV menu to Anynet+, I change the "Receiver; Off" to "Receiver: On". The receiver turns on and then the TV audio settings then automatically switch from TV speakers to External speakers and it's completely silent. When I turn off the receiver, the audio will go back to TV speakers and everything is fine.
I do have a newer model Samsung Plasma TV paired with a HT-D6730W and it works perfectly and I pretty much put the settings exactly the same and no go.