Can't get digital audio through HDMI cables

It's driving me crazy. I just got DirectTV and I can't get a digital audio signal from the HD DVR. Here are the specs:

Pioneer VSX-1018AH-k
DirectTV HD DVR (I can't find a model number)
Panasonic TH-50PZ800U

First thing I tried:

(1) HDMI cable from HD DVR to AVR (HDMI input 1)
(2) HDMI cable from HDMI out of AVR to TV

Seems like that should work, no? But I can only get the matrixed sound (Prologic, Neo: 6, etc.).

I also tried using the optical digital cables in addition to the HDMI cables (optical cable out from HD DVR to AVR optical in). Same result. Seems to add nothing.

Here's a bit of background if it helps. I used to have cable (not pirated, but no cable box; in NYC you can legally get a few channels, including a few local HDs, if there's already a cable sticking out of your wall). I would plug the cable into the TV, and an HDMI cable from the AVR's HDMI out to the TV. But, I could only get the digital audio signal when I then took an additional optical cable and connected it from the TV's optical out to the AVR's optical in. I never understood that, but I just lived with it since I got digital audio.

Can someone please explain to me what's going on? I thought HDMI would send both the HD video AND audio. I mean, it works when I play blu-rays on my PS3 connected by an HDMI cable to the same receiver. Sounds awesome.

ANY help would be greatly appreciated.

Tom

Somebody helped me out and recommended that I check the audio setting on the DVR. Turns out there's a Digital 5.1 option that needs to be engaged.

Yeesh! That was driving me nuts.