Wow, lots of responses -- thanks, everyone!
Well, I can tell you that the configuration of my player (all my gear is listed in my sig, by the way) has all my speakers as "small" and my subwoofer as "on". Brian and shokhead, I can set the speaker distances, but I can't adjust anything for the sub -- it's either "on" or "off". Even when I set all my speaker distances as one foot away, the sub still doesn't receive any signal.
The cables going from the player to the receiver -- I swapped the one for the sub and the one for the centre, and the centre played just fine, so as far as I can see, no, it's not a bad cable.
Okay. Now here's the part I hate -- admitting my own ignorance. Of course, compared to most of you guys on AH, I have nothing but ignorance, so it's okay. See, I had always thought that when using the multi channel inputs, I'm bypassing everything in the receiver: all the speaker levels and distances, the crossovers, everything. I figured that in using the multi channel inputs, I'm using only the settings on the player. So imagine my surprise when I go back to my receiver, increase the gain on the sub . . . and see the subwoofer blinking on when using the multi channel inputs. (I'm not proud of being this stupid. Really I'm not.)
YPAO and my own little adjustments had put the settings at: FL+R +7.0 dB; C +6.0 dB; SL+R +8.5 dB, sub -5.0 dB. It seemed to work fine with movies, DTS music and 2-channel music -- everything sounded pretty good. But it seems that when listening to SACD and DVD-A, I now have to up the sub a bit (I'll have to check later to figure out exactly how much).
So I apologize for being such a bo-bo head.

And thanks for all the help!
cheers,
supervij