You should make the connections with the power off to all units so you don't damage anything. The HDMI cable should be connected to a TV HDMI input and the receiver HDMI output. Other devices (i.e. satelite or cable, Blu-ray, etc.) should be connected to the receiver HDMI inputs (with power off to all units).
Then power up both units. Make sure the receiver is set to the HDMI input you are using. The TV selector should be set to the input connection where the receiver HDMI connection is made (i.e. HDMI). Once you have a A/V source-to-receiver to TV connection made and inputs selected, everything should work.