HDMI is rather hit and miss on audio transfer so try the other methods.
I have a Sony bravia R510C and an older Sony entertainment system (dvd/surround sound). I connected the entertainment system to the tv via HDMI cable, the tv recognizes that it is hooked up to the surround sound (the tv tells me that it is connecting to external speakers) but there isn't any sound that comes from the external speakers. The entertainment system setting is on TV/Video and I don't understand why the tv will not connect with the surround sound.

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