We might need a little more info here. I "THINK" that receiver will only output a component signal for component input signals. In other words, you have to have a device connected via component for the receiver to pass the component signal on.
Can you tell us what devices you are hooking up to the receiver and how? I assume you are connecting the receiver to the display via component as well?
If you're devices support HDMI, Why would wait to do that? You can find inexpensive HDMI cables from
here and
here.
If your devices don't support HDMI, then you'll have to use component to your receiver and then to your TV. Your receiver doesn't upscale to allow all video to be passed via HDMI.
I've found that sometimes its easier with some entry/mid level receivers to bypass the video sections of the receiver (non HDMI) and just connect directly to the display.
Also, make sure you've got the TV and receiver set on the right "input".