I'm confused by these answers. He's running optical directly into the receiver, not to the tv. The tv gets the HDMI cables. There is no multichannel/HDMI discussion here...HDMI doesn't even deal with audio in his setup.
We need more info. Where do you expect to get 5.1 signals from in the first place, DVR or DVD, or both. Likely scenarios: The main reason you are not getting 5.1 is likely that your broadcast stations are not sending 5.1 but for a few shows. The secondary reason, assuming you are not getting 5.1 with DVD also, is that your player and/or receiver has a setup parameter wrong, although unlikely. (Note: If by 5.1 you mean hirez 5.1, well you can't! Hirez 5.1 is not available via coax or optical). Make sure your digital out (on the DVR and DVD player menus) are set for standard auto detection, or whatever the mfg recommends for full open signal path for Dolby Digital and DTS.