The Anynet+ feature is useful as a turn-on, switch to input technology. As far as turning it off, I believe the unit will shut down when the television is turned off.
In any event, I'd check to make sure you have the latest firmware for the BD-P1500. Some of those issues are addressed.
Firmware for BD-P1500
Let me know how that works out.
I have my samsung LN46A750 connected to a dish VIP612 and a samsung BDP1500 over HDMI. I have Anynet configured on the TV with Auto Off set to yes. With everything turned off, when I turn on the Bluray player, the TV comes on and switches to the right HDMI input (takes ~1min, but it does). But when I turn the bluray off, the TV switches to Antenna - I want it to turn off instead. Why is it not shutting off - isnt the 'Auto Off' the option to set this?
Also, is there any way to turn the TV on when the VIP612 is turned on - i know its not a device with HDMI-CEC support.