Double check to be sure you have:
DVD player yellow video out jack to receiver yellow input jack say Video 1. Choice of connecting DVD player red/white audio out jacks to matching (Video 1) audio in jacks or connecting DVD player optical out jack to receiver optical in jack)
Receiver video out or monitor out yellow jack to RF modulator yellow jack. Nothing need be connected to RF modulator red and white jacks unles you want the sound coming out of the TV speakers too.
RF modulator antenna out coax jack to TV antenna input coax jack.
If one of these connections was forgotten, things won't work.
Video hints:
http://members.aol.com/ajaynejr/video.htm
If the receiver has special VCR jacks, also add:
VCR yellow video out jack to receiver yellow input jack VCR1.
Receiver VCR1 out jack to VCR yellow video in jack.
In the above arrangement you would select (at the receiver) Video 1 for the DVD player and VCR1 for the VCR.