Hi, Stephen. If you only have HDMI connections, then you'll need to use the ARC (audio return channel) capability on the TV and receiver. On the TV side, you'll need to have the HDMI cable running from the receiver connected to the "HDMI IN 1 (ARC)" input. I think that you also need to have "HDMI Control" set to On for the Denon.
Is that how you have it connected?