Yea I've set the DVD player input to HDMI mode and it still says to change the tv to HDMI mode.
I assume you mean you've set the DVD output to HDMI mode, as I've never seen a DVD player with an HDMI input.

I'm not being a wiseguy (or not entirely.) It is very important when connecting devices to keep track of the signal path - what information is going
from where and
to where. Probably 90% of the installation problems I've seen involve someone connecting an input to another input or to an output. It is surprisingly easy to do if you don't constantly visualize how the signal is running from point "a" to point "b" like water through a garden hose.
Maybe my projector has to be turned on DVI mode. I wouldnt think so since the projector is only used to show the images (I think) and the DVD player is for the settings and such...
No, each device has settings of its own that work independently of other components. Certainly your projector needs to be set to the DVI input and that input has to be activated (if turning it off is an option) before you'll see a signal being sent from the DVD player. The DVD player doesn't "control" the project, and the projector doesn't know or care that a DVD player is connected to it. It just displays whatever signal is coming in via the DVI input, whether from a computer, a DVD or Blu Ray player or some other device. (Provided the DVI input is enabled and selected.)
Regards,
Joe