I am having a sony DAV-DZ850KW dvd home theater system with RM-ADP017 R. Remote controler does not work with dvd player while is fully functional with sony lcd tv.

SOURCE: Remote code for Sony Home Theater

Try 0035, 0032, 0000, 0636 and 1232

If that does not work try searching for codes:

1. Turn on your TV.
2. On the remote control, press TV
once. Then press and hold Setup
until the TV key blinks twice, then
release Setup.
3. Enter 9 - 9 - 1. The TV key will
blink twice.
4. Aim the remote control at the the
TV and slowly alternate between
pressing Power and TV.
Stop when the TV turns off. A
working code has been found.
NOTE: In the search mode, the
remote control will send IR codes
from its library to the selected device,
starting with the most popular code
first.
5. Press Setup once to lock in the
code.The TV key will blink twice.
6. To search for the codes of another
device, repeat steps 1 to 5, but
substitute the AUX key for the auxiliary
device you are searching for.

SOURCE: Remote code for Sony Home Theater

Here's a link to the user manual for the remote. There's a section with codes for programming your devices.. Also, it says, if code isn't listed, there is a "code search" function on the remote..
Good luck!