Cannot play DTS sound help needed

Thanks to audiogon and many advices, I finally bought a decent sound system: Denon AVR4800 SONYDVD7700 Paradigm reference 60v2 center Studio cc Surround ADP Servo 15 While doing the set up, I have been trying to obtain the DTS sound on my dvd (gladiator especially). After many hours, I am completely out of clues to understand why I cannot play this dvd in dts ??? Few things I notice that might troubleshoot a little: 1) when the CD is the DVDplayer (option set to digital=on, audio select=dolby digital and DTS=on), the light on the DVD player is not on ? is it normal. I am using a coaxial cable directly linked to the receiver ? 2) Since the player do not recognize the DTS code, the receiver do not recognize it neither. I am wondering if I am missing something in my setup. I check and double check everything (both receiver and DVDplayer set on DTS) but i can only have the dolby digital sound. I will appreciate if anyone can help removing this frustration. I almost believe that the source might be due to the dvd player since no light are showing DTS when DTS movie is in it. Thanks in advance!
Many movies are set to Dolby Digital as the default. You may have tried this, but go into the audio or language set-up in the Gladiator DVD and select DTS as the option. Also if you are using the reciever to do the surround processing and not the DVD Player (You've used a single coax or toslink cable) I do not believe the DVD Player would signal DTS since the reciever is doing the sound processing.
Thanks, It finally were right.!