To repeat what Bob asked more clearly for you
In order for anyone to be able to provide detailed and concise assistance, you need to at least provide all makes/models/connections. If it takes you a half hour to do this, then so be it . Otherwise, we are guessing at what might be missing from the equation.
DVD player (HDMI out) --) (HDMI in) HDTV
DVD player (digital optical out) --> (digital optical in) AV receiver
Satellite box (Composite out) --> (Composite in) AV receiver
speakers connected to AV receiver...
My guess is, the audio output from the TV back to your All in one unit (I presume? Haven't looked up your model yet) is limited to stereo 2.0 sound only. At best it may be possible to hear a 'matrixed' surround sound (e.g. Dolby Pro Logic II, etc.) via your speakers. Again, provide all details on all makes/models sources involved and we can start to isolate the issue beyond my guess here.