Examine the A/V receiver carefully. This is the central hub of your entertainment system, connecting everything together. Notice that the back side of it is covered in color-coded plugs, some labeled "in" and some "out." This makes the entire process much easier: you merely have to connect the "in" and "out" ports of the same color to each other.
Plug the TV into the A/V receiver. Connect the "out" video port on the receiver to your screen's "in" port. On older TVs, this is a round, yellow video RCA port. If you have a high-definition TV, there will be an HDMI port instead.
Connect your DVD and/or Blu-ray player to the A/V receiver. For DVD players, plug all three heads of each end of the audio-video cord into the necessary ports on both devices. There's a red port for the right audio channel, a white port for the left audio channel and a yellow port for video on both the player and the receiver. With a Blu-ray player, you'll instead connect an HDMI cable between the player's "out" and the receiver's "in" port. The receiver may have multiple HDMI "in" ports, so check your device and its documentation to make sure that you're using the right port.
Attach your cable box to the A/V receiver. This will be via a round, gray F-pin connector port on older cable boxes or another pair of HDMI ports for HD cable boxes.
Set up your speakers around the room. The correct position of your speakers will be described in the user manual and will also be printed in abbreviated form on the individual pieces (where FL is front left, RR is rear right, for example). Plug each speaker into both the positive and negative audio terminal labeled with its abbreviation on the A/V receiver. Plug the subwoofer, if you have one, into the subwoofer RCA connector.
Connect your PC to the rest of the home entertainment system, if you're going to use one. Plug the computer's 3.5mm optical "out" port to the corresponding "in" port on the A/V receiver and the SVGA "out" port to the "in" port on the TV screen.
Plug all of your components into a power source to begin enjoying your new home theater.