Yamaha setup
Your new receiver has a pretty complicated setup. For each audio source (DVD, satellite, PS2, VCR, etc.) your receiver has a "default" video connector (probably S-Video or composite). If you are not using this default connection, then you have to tell the receiver which video input to use (i.e. DVD = HDMI 1, PS2 = component 1, satellite = svideo 1, etc.)
Once you complete this step, you will probably have video switching working properly.