Actually, the 3808 has integrated networking so you don't have to manually download the firware updates anymore. All you have to do is connect your receiver to a port on your router with a Cat-5 cable and then from the Manual Setup menu you can select the Firware Update option. The receiver will then check and automatically install any updates it finds. I ran an update on my 3808 last week and there 15 updates in total.
As for hooking up your components, I would suggest using the HDMI output to your TV, and if your DVD player has HDMI use it too. If it doesn't, then use a composite cable.