Okay, so BJ it is. Now what type (HDMI, coax, etc) of cables do I need?
I imagine you'll need a Coax cable from the wall to your SD Sat Box (DirectTV may supply this). You'll want the best video connection possible in this order: Component, S-Video, Composite. For audio, you'll probably be stuck with Red/Blue RCA, unless the box has Digital Coax or and Optical output.
I would suggest you get a better DVD player at some point. An upscaling one at the very least (Oppo Digital has some very nicely priced ones), but you really probably want to feed that TV some HD source material, so you may want to look into a Blu-ray or HD-DVD player.
If you stick with el-cheapo DVD, you should use component cables for video, and digital coax (any 75 ohm RCA Cable will work), or optical cable for sound.
You will also obviously need speaker cable for whatever length you wish to run. 16 gauge is fine for anything under 25 ft, and 14 gauge for any runs longer than that. On top of that you'll want one RCA cable to hook up your subwoofer.
For now, it doesn't seem you have any HDMI components, so HDMI may be a waste of time, if you really want, you can use HDMI from the reciever to the TV and have the reciever do the upconversion for you. Keep in mind this may or may not improve the picture (i'm betting it won't make a ton of difference).
