You do have the 6 analog outputs from the player, going to the 5.1 analog inputs on the receiver, right?
Also, to listen to sacd, you DON"T use the "DVD" setting on receiver. You use the "Multi-Channel" setting. On a Denon receiver, it's the "EXT. IN" setting.
Just in case you don't know already............ You cannot listen to the High Resolution 5.1 surround music of sacd or dvd-a, through digital inputs, unless you are using the very high end gear with the proprietary outputs and inputs.
If you use these analog inputs and settings, and it still doesn't work, it may be something in the player's setup menus, isn't quite right.
Good luck!