HDMI Output with my Onkyo 875 Receiver (by 2 users)

I have a brand new 875 installed a few days ago. I have a TV with a HDMI input. I have connected the 875 to the TV through a high quality HMDI cable. When I complete the setup in 875 to HDMI output with Auto upscaling, I get a signal on the right corner of the TV showing ''HMDI1, 720P".

As a next step I connected a DVD player through component cables to the 875. When I played a DVD, I do not get any output on the TV.

I tried replacing the connection between the DVD and TV with a S-Video, and the results are the same.

When I connect the 875 to the TV through a component or Monitor out I get signals on the TV.

Is this a set up problem, or have I been loaded with a defective piece of 875?