Trying to get my home theatre to work

I've been putting together a home theatre system the past few weeks. I purchased the pioneer bs-41's for the fronts, the 21's for the rears, and the spc-21 for the center. I plan on buying a denon 1612 or 1712 and an energy sub in the near future. Meanwhile, I have an HK 240 av receiver that I've been using in the garage for sacd, 5.1 music. It has no hdmi. So I thought I would put it to use in the family room with the new speakers-the 4 pioneers minus the center. The center is going back for the newer one that will fit in the cabinet. My problem is no sound when viewing tv. I connected the dvd player that plays 5.1/sacd music and it works. I don't know if I connected incorrectly or set the avr wrong. My tv is a Samsung hlp 5063 with 1 hdmi. The tv has been connected to my comcast receiver through the hdmi. I don't have any optical or toslink connectors which the cable box and avr have-I just order them. I tried to connect the comcast box to the avr thru component plugs. I thought I could listen to surround this way and not feed the tv through the avr. No go. I tried a quality rca plug in the coaxial digital audio out on the back of the comcast box to my avr. It didn't work. I also tried the audio out from the tv into the avr, no go. I bought this receiver on ebay. I cleared the memory and tried to reset everything and it still won't work. I'm hoping that the toslink cable and optical cable, along with an extra component cable, will do the trick. But I thought I would get something using the analog outs into the avr. Am I wrong?
Also, can I just send the audio through the avr and just view the tv thru hdmi the way I currently am using the tv or do I have to connect the component out of the cable box to the in of the avr? I hope this all makes sense! I've also been searching this site and others hoping to figure this out.

Thanks, that helps. My comcast box has the component out with the audio that I connected the red/white audio to the avr. I'm probably doing something wrong when trying to associate the different inputs to the videos through the avr. It gets pretty confusing. It didn't come with a manual or the audyssey microphne so I had to find the manual online and try to dicipher it all. I'll give it another try and check the settings in the cable box.