Russo21,
We do not prevent the usage of 3rd party optics but we do not guarantee they will work (e.g. there may be a driver incompatibility). Additionally should you call TAC for assistance on an issue and we have ruled out all Layer 2 and above issues and believe it is the optic at fault, we will ask that you try an Aruba SFP.
Here is actually the list of our optics and their source vendor for your reference.
http://www.arubanetworks.com/support-services/interoperability/#SFP-XFP
I personally have not tried a Cisco SX optic in the S2500.
Best regards,
Madani