I have a Zenith R57W46 TV, I am trying to connect

You are infact doing everything correct. More to the point and sad to say, it is the HDCP which is causing your problem. There are long drawn out explanations regarding upscaling and resolutions regarding your TV set, but to be brief, there is no proof that connecting via HDMI or DVI will actually produce any better a picture on your set than component cables. I have a sort of similar issue with my samsung 65 rear projection Tv and my PS3. The ps3 has HDMI out and my TV had DVI in, but it actually has a better picture without using those connections. I tired with an adapter for HDMI to DVI and it did work, but nothing of great quality that I had expected. With the right component cables and the correct set up on your TV, your picture should still look very sharp. I hope this helps and good luck.