Welcome to the forum!
I don't have much knowledge of the XBox 360 and can't speak on the specifics of that connection, but here's some general info that might help.
You should not need to connect any other audio cables in addition to the HDMI cables. The STR-DG910 receiver is cable of extracting audio information from the HDMI inputs and playing it through the connected speakers. That said, your receiver is a bit limited in the
decoding that it can do, and that might be why you are saying that you aren't getting surround sound decoding. The receiver can decode Dolby Digital and DTS, but it can't decode the newer lossless codecs (e.g. Dolby TrueHD). It can, however, have an external component (like your blu-ray player) decode the lossless codecs and send the audio as Linear PCM via the HDMI connections. The front panel might say something like "PCM" or "LPCM."
As for the optical digital audio connections, those are incapable of transmitting the bandwidth of the newer lossless codecs. They can carry Dolby Digital and DTS, though.
So, my recommendation is to try the following:
- In the set-up menus for the XBox and the blu-ray, have them output the lossless codecs as LPCM (or perhaps "PCM") if that is an option
- If you can do that, then use the HDMI connections only for those components
- Check if you get surround sound then
If you'll let us know the model number of the blu-ray player that you have, I'll be happy to check if it can do what I suggested.