1st thing......are all the speakers correctly connected? Front L/C/R, surrounds and sub. Are you running either coax or optical digital out from DVD player to the receiver? Is the dvd player set up to output the digital bitstream in DD and DTS? Sounds simple, but if these are correct, then make sure the receiver's decoding is properly set(automatic detection is the typical setting). Have you run the Pio's auto setup? The video connection has nothing to do with the audio, so leave that alone.
Once all of those are verified, you should have 5.1.
There's a start!
Ed
* Sierra-2EX's W/V2 crossover upgrade
* (2) Rythmik F12's
* Parasound Halo P6
* Audio by Van Alstine DVA-M225 Monoblock Amps
* MiniDSP 2x4HD For Sub calibration
*World's Best Cables Canare 4S11 speaker cables