After a certain amount of frustration I reset the camera to its defaults, then put the time etc back in but didn't change any settings.
When I pressed the PAE button I got a different error box:
"Turn off Intelligent Auto."
Of course the book was written for firmware version 1 and the camera is now version 2 so the book's menu tree doesn't have "Intelligent Auto" in it. I tried to follow every branch of the menu tree in the camera itself, and no "Intelligent Auto" showed up.
This thing now appears buggy enough to use it for a window opening tool.
What say you?
PS: If I make any setup menu selections such as AGC Limit, the error message changes back to the one in the first message, and gets stuck there... Still no PAE!
When the camera is switched to Manual the Iris, Gain and Shutter speed are highlighted and I can change them readily manually.
If I press the Manual button again, all three of the highlights go away, supposedly indicating they are all in Auto mode.
In either case if I press the PAE button, I still get the exact same error box I quoted in the first message! It doesn't seem to matter whether the camera is in Auto or Manual - same error and no PAE.
I have two of these cameras, and the result is exactly the same with either camera, so it's probably not a defective camera - unless they are both defective in the same way - not impossible but less likely.
Maybe it's one of the newer Sony bugs?
PS: Further playing; the indicators for the Iris, Gain and Shutter have three states: "A", "E" and blank leading the number. No matter which appears for each one right before I press PAE, the result is the same -> the error box.