OK here we go:
Music/Cinema switch to Cinema
Level control to max
Crossover to 140Hz
Phase to 0
Slope to - well, it doesn't matter, as I'm about to explain
Power to Auto
Ground switch position depends on whether or not the subwoofer hums with it in the IN position. If so, switch it to OUT. Or indeed vice versa.
Set the sub up like this and run the automatic set-up on the Sony receiver. The receiver will then be taking over the subwoofer level and crossover functions from the controls on the sub itself, which is why everything is set to max and and the slope switch doesn't matter.
What the slope switch does, by the way, is adjust how fast the sub rolls off sound level at the chosen crossover frequency, should you be using the internal filtering. It's in decibels per octave, and the 24dB position gives a much sharper roll-off than the 12dB.
But since the receiver's internal crossover is doing all that now, rolling off the sound to the main speakers at a lower frequency than the 140Hz at which you've set the sub's control - in fact probably around 80-100Hz given the HTS2001.2 satellites' characteristics - these settings are irrelevant.
Hope that helps...