Hi Squid
I have a Denon 2805 (which I love) and in this feature it's the same as the 3805. The on screen display will display setup information thru the component video output, but the OSD of volume controls, etc. is only output thru S-video or composite outputs. Of course it also is displayed on the front panel of the receiver. So if you are viewing a source connected through component outputs, if you enter the setup mode you will of course be able to view all of the setup menus, but outside of that, volume, tone adjustments, etc. will not be displayed onscreen. It's not much of an issue to me, as it's displayed on the receiver, and I adjust volume levels by ear, anyway.
Hope this helps,
Woodie B.