New to home theater, can't get my receiver to work properly.

Greetings, I am a complete newbie to HT and am having trouble stting this thing up. I recently purchased a Sony Wega LCD TV, and Onkyo HT-R340 (theater in a box) And cannot get it to work properly. The main issue I'm having is getting my Playstation 3 hooked up to it. Here's the short story:
I have cable TV running into the cable box, then into the receiver. i connected the cable box to the receiver via composite video cables (yellow, red and white) TV comes through just fine.
But when I connect my PS3 to any of the video inputs, I can hear the sound from the PS3, but the picture is still from the cable. i tried switiching the input selector on the receiver and on the TV and still nothing, tried new cables too. Any help would be greatly appreciated, yesterday was a frustrating day! Thanks

All my cables are composite, the ones from the PS3 are the standard composite cables that came with it too. The cable box only has composite cable option too.