have to be changed in the setup menu when listening to these vs. watching a movie? OR do I just have to select multi channel in on the receiver (Pioneer 45tx)?
I am not familiar with this particular player, but in general, you don't have to switch anything - movies will play via the analog outs. If you want to watch movies via a digital connection, allowing the receiver to do the decoding and bass management, you can, but for SACD and DVD-A, you must use multi-channel analog.