It sounds like your receiver is configured to use the six analog connections and not the Toslink connection. I don't now the Denon models, so I can't tell you how to reconfigure the receiver, but the manual should tell you.
Of course, once you switch to the Toslink, you'll no longer get DVD-A.
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i have the dvd player set so the speakers are set on small same as the receiver is
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This has nothing to do with speaker settings.
M.