You connections sound fine, but I know with my receiver I can switch up the inputs that can be assigned to different Video channels (like DVD, VIDEO 1, VIDEO 2, etc.)
It sounds like your receiver has your DVD/HDP input set to something other than the "DVD" video channel selector.
I am completely incompetent and can't get the receiver to send anything to the TV except for the cable. Cable->Denon->TV works via HDMI. The DVD player is connected to the Denon using component connectors (column 1, titled DVD/HDP), but nothing happens when I set the receiver to play DVD. I can connect the DVD player to the TV directly, but this obviously defeats the purpose of the receiver. I also have a WII I'd like to connect, but I figure if I understand how to get the DVD player to work via the receiver, I should be able to get the WII to work. I basically need step by step instructions on how to connect the DVD player to the receiver and then how to program the receiver. Many thanks.