Ok sorry for the delay you are going to need 3 sets of audio/video wires to connect this to your TV/Reciever. These are the Red/White/Yellow wires that should have came with your cable box and your DVD player. I am going to attach a diagram of how this will work but here is an explanation as well.
Next you will take one set of these wires and connect them to yoru Direct TV box. Red to Red, White to White, and Yellow to Yellow.
Take the next set of these wires and connect them to your DVD player connecting each color to it's respective spot.
Now take the other end of each set of wires and connect the set from the Direct Tv box into the Video 1 input of the reciever (matching colors).
Next you will take the wires from the DVD player and plug them into the DVD input of the reciever.
You will only need the yellow to the TV (unless you want the option to watch the TV/DVD without the surround which will require more cables).
So now when you are on the TV you tune it to the Video channel, and when you switch to DVD the sound will play over reciever and video will play over TV. When you switch the reciever to Video 1 the video will play on TV and sound will come out reciever.
Here is a custom picture I made to show you. Please let me know if you need to know how to connect so you can get sound from the TV as well. This will require a few more cables and gets more complex.
On this diagram Blue = White since you would not have been able to see white on the background.
Like I said this will give you video on the TV and audio through the reciever. If you want sound through the TV as well this is totally possible just will take more connections.