I noticed this statement on page 95 of the manual:
"Use a PC with a Windows Vista operating system. This operation will not work properly on PCs with other operating systems."
Maybe this is your problem.
I would still try turning on media sharing from within Media Player. Select media sharing from the Library menu. Then select "Turn On Media Sharing" and press OK. A window should appear and may show the Pioneer, if so, hilite and select allow.
If you get this far, I would try the Sync feature and see if the Pio appears as an available device.
You Could try the USB connection method, that does not seem to have the Vista limitation.