I just want to be clear:
The SkyHD is connected by HDMI directly to the tv?
The BluRay player is connected by HDMI directly to the tv?
The TV feeds the AVR (surround sound) by HDMI and optical cable?
If this is incorrect, let us know.
I would attempt to hook the SkyHD and BluRay player up using HDMI directly to the AVR and then run the AVR out to the TV via HDMI.
So, SkyHD/BluRay->AVR->TV.
Also, to be clear, you say that you do have the surround sound working for the dvd player? Is it working for the SkyHD or for regular over the air (OTA) tv?
If it's not working for the SkyHD, it could be a setting in your cable box-make sure it's set to put out DolbyDigital if it's available (might also be seen as bitstream)...otherwise you may only be getting 2ch lpcm. Also a possibility, not all programming is in surround sound-a lot is only in stereo. If your AVR is set to auto detect the incoming audio signal, it may choose to play the stereo signal it receives. You should be able to defeat this by selecting the DolbyProLogic sound selection.
Correct me if I'm wrong first-then try my suggestions and clarify more if possible. We should be off to a good start.