Denon AVR 588 7.1-- Sound setup questions (by 2 users)

I have messed with the settings for quite a while now but with no evident success.
I do not get a tone from speakers when in Setup. I do get audio through the speakers when I use the radio tuner -- so the speakers are connected and working.
When I try to run a PS3 either as a game or dvd player using HDMI cable into the receiver and another HDMI into my Panasonic plasma tv I only get sound via the speaker in my tv.... not through the speakers via the 588. What on earth am I doing wrong? The picture displays as 1080p so the HDMI is certainly passing the picture correctly.
I also have a satellite dish feeding through component cables (red,white,yellow) into the receiver and from there via the same type of cables into my tv. No luck at all.
My Sony DVD recorder is linked into my satellite receiver with component (red,white,yellow)and also into the Denon via composite (heavy cable with red,blue,green markings) for video and red,white for audio. Also no success.
I have also tried using optical cable from PS3 into the Denon (both input one and 2).
Please help me sort this out or my "buyer's remorse" will see the unit go back to the dealer.

In l