Onkyo customer service
You will see a "monitor out" at the very top of the back of the receiver. There is only a yellow rca and s-video connection. Use one rca or s-video cable out from the receiver's "monitor out" to a video "in" on your Sharp. Now switch the Sharp to whatever "in" you connected the receiver to. That should work. You don't need component cables for the OSD. The OSD is in black and white. If you still have problems, call Onkyo directly.
The website is useless for online questions, and they don't offer an 800# to customer service. Mondays are the worst days to call - you'll be on hold forever. Hopefully they can help.
Onkyo USA Corporation
18 Park Way
Upper Saddle River, New Jersey 07458
Tel: 201-785-2600
Fax: 201-785-2650