I want to connect my Philips HTS3357 Home Cinema System to my Panasonic PT-AE900E LCD Projector, How do I go about putting it altogether so it works with my xbox360/PS3
Generally speaking, if your Home Cinema system is able to pass-thru video as well as audio, you'll want to take the HDMI cable from the XBOX video out, into the Home Cinema system's input (any HDMI input should be fine), and then run the HDMI video out to your projector. Any other devices you want to be able to project as well (DVD/BluRay, PC, Cable, Satellite, etc.) would also be plugged into the Home Cinema system as "in" devices, like the XBOX.
When you want to display one of those devices, you would select that "in" port's input name in the Home Cinema system (for example, if the XBOX is connected to the HDMI in that is labeled "aux", you will switch the cinema system to Aux Input, and the projector should immediately begin getting the signal from the theatre system. To switch to another device, you simply change the Input channel on the Home Cinema.
The audio also, providing the device (the XBOX) can carry it on the HDMI cable, will also be delivered to the Home Cinema. Some devices cannot carry sound on HDMI (though many can). For those, you will need to run an HDMI cable for the video, and also an optical cable or other type of audio-only cable, for its audio. You do not need to run an audio cable to the projector though, as the projector is only for video. The Home Cinema will take care of the sound itself.