Are you sending a 5.1 channel source into the player? Not all inputs support 5.1, nor do all channels on all stations. So it may not be there because it's not being broadcast in 5.1.

If it's a Blu-Ray or DVD movie, check to see if you've selected the right audio on the disc itself, as some movies have the option for 5.1 that need to be chosen prior to the moving "Play Not" button is selected.