VSX-821-K Cant get OSD (TV) menu working

I hooked up a Roku and FIOS STB to my new Pioneer receiver without much difficulty. However I cant get the audio setup menu up on my television. I have tried component and composite but am not sure whether to use Monitor Out or device IN or what. I tried hooking up to a component device input like DVD but don't know how to switch from the DVD default of HDMI to component or analog.

What should be the simplest part is proving to be the hardest for me?

Any advice? Thanks

I think Signal Select is the way to fix the input source. I'll try that tonight.

-Ian