DVD Audio-Why can't I get my disc to play in 5.1?

I recently purchased a Cambridge Audio Azur 540d dvd player. Although the unit is in my opinion superior to many players I have found it frustrating in the extreme,to use.
The most recent example.I purchased the dvd-audio disc Tommy (The WHO) just to see what one sounded like. The problem is I can only get it play in stereo. My receiver a Denon 1603 automatically goes to stereo and displays 96k direct on its screen. no amount of fiddling with either the dvd players menu or the receivers,will get it to play in 5.1.
For the record the Cambridge is supposed to play dvd audio discs in full surround.
The receiver is a Denon 1603.
speakers-Tannoy Mxr all around.
Center Channel-Tannoy Mxr CC.
Sub-Mirage FRx 8
The system plays movies in dolby digital or DTS with no problems.
The only hang up appears to be the damn dvd audio playing in stereo only.
Any ideas or thoughts as to why this should be or how to correct it would be most appreciated.
Do you have a set of analog audio cables from the DVD player to the receiver? MCH DVD-A (and SACD) require this with most hardware.

To avoid piracy of the digital signal, the DVD-A player cannot feed the surround signal via the digital input on the reciever, none of them can that I know of. The digital to analog conversion must be done by the DVD-A player, and you then feed the analog channels to the reciever.
Thanks guys I was unaware of that fact. I'll get some more cables and let you know how things went.
I too have a 540D, and agree. I was lucky and got mine for 200.00 used and am very happy with it.
I would be interesting to compare Tommy thru the analogue outs, than down mix to stereo.....VS the same feed via toslink.

Ain't copy protection wonderful?

Can you still get HD out of the component outputs? or has that gone all HDMI?