If I'm reading this correctly, you want your DVD player, satellite DVR, & PS3 to be connected to your Yamaha 661 via the HDMI cables. You've got 3-HDMI devices and only 2-HDMI inputs on the receiver. You will probably need to buy some sort of HDMI switcher to accomplish what you want. You can then run 2-devices through through the switcher and into one of the HDMI inputs and run the third device into the other HDMI input. To get the sound to be output to your tv, you need to go into the menu and look for "HDMI"(can't remember where it is in menu, I'm not at home to look). It's there and shouldn't be hard to find. Anyway, set it to "Other". This should output HDMI sound through to the TV.
In your current configuration, you will need to connect an audio cable from your PS3 to your receiver if you want sound output from your speakers. I don't have a PS3, but is there an optical output or something you can run to your receiver?
There is another possible solution for you. Connect your satellite DVR to your TV via component cables with an optical cord to your receiver for sound. Then, you can use the two HDMI inputs for the DVD & PS3. Whatever you decide, I would recommend having the PS3 connected to the receiver via the HDMI so that you could take full advantage of the high-def audio formats.
Good luck.