Hi there,
Did you set the levels for each speaker? This might make a difference, but I would expect them to all default to 0dB, so perhaps not.
Is it possible that something has its polarity reversed? When connecting each speaker cable, ensure that the red is attached to the red, and the black is attached to the black from the receiver to the speakers. I would expect this to have less of an impact on movies, since you would have at least two speakers (of the front three) with the correct polarity.
Perhaps there's some other setting in the receiver that limits levels (I've not seen things like this in the past, just guessing).
Is is possible that your speakers are bi-ampable and the hi/low jumper straps are not installed?
Those are just a few weird ideas off the top of my head. I bet someone with direct experience with your receiver will jump in in a minute.
Good luck.