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Try going to Settings, then to Input or to Source, etc.
Also, on the TV you have it hooked up to (presumably with the red-white-yellow RCA cables) you need to go to MENU, then INPUT SOURCE, and select the input (component video, perhaps) that you have hooked up the Funai device to, on your TV.
That way the Funai's output, and setup, will be displayed on the TV screen properly, and you can continue with the basically simple-enough setup.
In short: I think the 'Input Mode' referenced is the Input Source selection on the TV, which would have to be rightly set, otherwise input from the three red-white-yellow cables will be totally ignored by the TV and never displayed.