Scanner Question: Data

[RadarRider]

I've got the ol' Brick for a scan tool(MT2500). I've noticed when I've used the data stream to monitor other vehicles, on the very top where it displays engine RPM, etc., underneath there's a message that says 'PIDs In Uppercase Letters-OK To Drive'. I've been testing my rig with the Scanner & checked the data, & on the top it says 'PIDs In Uppercase Letters-Vehicle May Not Support All PIDs'. What does that last part mean? I've looked in the Scanner manuals & can't find anything on it. Also for those who've done cyl contrib tests, what does it mean before you start the test when it says 'Cycle Key Off Before Driving'?. I tried a few different things I thought menat cycling & it hasn't seemed to hurt the truck.