How to connect all components to work

Question

Hello I have 3 components that I need to connect to each so they all work. First I have a Sony Bravia KDL-32M3000 Serial 4551362 LCD Digital HDTV. I have it hooked up to my DCT6400 Phase lll High-Defination DVR Cable Terminal along with a set of cheap speakers that are hooked up from speaker to Cable box red & white audio plugs. Well now I have complicated everything by gettin a RCA RTD259 5 disk DVD surround sytem with 4 speakers for the side one speaker for middle of TV and a sub woofer. Along with many miles of different wires and plugs. I had them all hooked up from the DVD player to the TV with the DVD plugged into my cable box. Well I had reception but no sound. I don't know if these wires should go from the DVD to the Cable box or DVD to TV plugged into cable box or TV to the Cable box. The speaker wires must be plugged into the DVD with associated colored wires I know that but it's the other plugs and S-video cable and all the mess. I don't know what to do. I was so upset last night I unhooked it all and put my little speakers back on, but I hate giving up. Any ideas?