Mamasboy, this is the problem I've been having with my 94 & Pro 150. To get the volume display, you need to have the HDMI control on the receiver set to 'on'. My problem is that when I do that, the receiver 'forgets' what input it was last on when I turn it back on. It goes to an unused "TV" input...very annoying. No matter what sequence of component turn on I use, the receiver just goes back to "TV" when I turn it on.
The only workaround is to assign the HDMI inputs to the "TV", "DVD" etc. 1 button inputs. In doing so you need to turn off the HDMI control, but when you do that you can kiss your on-screen graphic goodbye.
I actually tried a stereo miniplug cable as an SR+ cable. It worked to an extent in that it gave me on-screen volume, but that control behaved erratically. When the on-screen graphic came on, it stayed at whatever it was regardless of whether I raised or lowered the volume. The volume would get louder or softer, but the on-screen stayed at the same # it was when it first appeared. I'm going to try the suggest '3 ringed' miniplug and see if that works.