I think most of this was said in previous posts, but thought it may be helpful to break it down into discrete steps.
If you do not have a cable or satellite box, this would be the simplest set-up:
1) DVD's video - component cable directly from DVD player to TV.
You would need to switch to this video input using the TV's remote when watching a DVD.2) DVD's audio - digital coax from DVD player to receiver.
Verify that the DVD player's digital audio output is set-up correctly by setting the digital audio output to "raw" or "bitstream" or "Dolby Digital/DTS" using the set-up menus in the DVD player. You will know it's set-up properly if Dolby Digital or DTS lights up on your receiver's display when you select a respective sound track on a DVD.
You may also need to assign a digital coax input on your receiver. For example, set coax input 1 to "DVD" using the receiver's on-screen menus. Again, if Dolby Digital or DTS is lighting up on the display, you're good to go.3) To get the receiver's on-screen menus to the TV - run composite video (single yellow RCA, cheap/freebe cable is fine) from receiver's "video out" or "monitor out" to a composite input on the TV.
You would need to switch to this video input using the TV's remote when using the receiver's on-screen menus.4) TV's audio (assuming you have cable TV hooked up directly to the TV with no cable or satellite box) - 2 scenarios here:
a) If you have digital/high def cable service and if your TV has a built in digital/high def tuner - your TV may have a digital output (coax or optical) that will allow you to send Dolby Digital to the receiver. In this case, run digital coax or optical from the TV to the receiver and assign a digital input on the receiver as in 2) above.
b) If you have analog cable service, just run standard stereo RCAs (red and white) from the TV's audio out to a stereo input on the receiver. You could then choose a surround mode like Pro Logic II for TV broadcasts.Let us know if you do have a satellite or cable box, as that will change things and require more video cables.
Also, I like to recommend Acoustic Research Pro Series II (some Best Buys carry them) and bluejeanscable.com for decent, inexpensive video and digital coax cables.