You don't need the Monoprice box since the 6230 has a coax input.
On the Direct TV box make sure coax output is enabled and Dolby Digital 5.1 is output.
Owner Manual Pg, 33: On the Yamaha, go to 2 Input Menu, then A) Input Assign. For the setting, IN (1) (Coaxial Jack): DVD, cycle the setting to whichever one corresponds to your Direct TV HDMI.
That should to it.