Bob,
no big deal, you're gonna be fine and surpised when everything will be setup!
By the way, congrats on you new toys...
First off, connect your speakers into the 2805 back panel (red to red & black to black wires). If you're going to use bare wire, be sure to avoid any loose strands (to prevent short circuits) and that terminals are securely tightened. An easier way is to use banana plugs, though.
Secondly you'll need an RCA audio cable to connect your subwoofer in, so plug that cable on SW in to the 2805 SW out (located in the pre out area).
Video area is also easy to connect and the best picture quality will be thru component cable (the one with 3 pins, being 1 red, 01 blue & 1 green).If you don't have that option, use then S-Video, or in last case, composite video (the yellow RCA pin).
Plug then 1 component cable from cable box to one of the Denon inputs (it could be either TV, DBS, etc). You'll need then another component cable from monitor out (from the 2805), to the TV's monitor in. Now you have to connect the AUDIO cables from set top box to the 2805. If your box has optical digital and/or coax. digital, use that option first (in order to have multi-channel audio from HD broadcasts). If not, use the 2 RCA pin audio cable ( red / white) to the same input as you did in the video part above. For now, the TV is ok.
Next step is to connect your DVD into the 2805 and the procedure will be pretty much the same as above; i.e., video out from DVD to video in on 2805, then audio out (optical digital and/or dig. coax) from DVD to 2805 audio in.
By passing every component thru the receiver will allow you to manage everything accordingly ( e.g.: to apply any DSP to the TV sound though).
Well, basically you're done with the connections and now you have to proceed with some other setups on both, the 2805 and the DVD player, so get the manuals on and enjoy yourself for a while!
Be sure that everything is working properly (audio & video from all components, etc...).
Let us know how you're managing things afterwards. Good luck!
Cheers.