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!