Do you have a calibration disc (Avia, Digital Video Essentials) with test tones, or a DVD that you're sure has a 5.1 soundtrack with active surrounds?
Does the little DD/DTS symbol light up when playing a DVD?
Does your receiver have multiple digital and analog inputs that need to be assigned to specific equipment inputs (DVD, TV, etc.), and if so, have you assigned the proper digital input (optical or coaxial) for your DVD player? Do you have the DVD player connected to the receiver via its digital connection?
There are so many possibilities that it can be tough to identify the problem. If I were there, I'd probably have it up and running in two minutes.