I know that with my Denon I have to assign the inputs on the back for both the electronic component as well as what type of connection is used (i.e., is the DVD player assigned to digital coax 1 or 2, or optical 1, or the DVD composite input?). You should be able to find all that in your setup menu, no?
Bryan...Denon and Yamaha are more alike than most people like to think...