Knowing what each cable and jack are for is a good place to start. Understanding the function of these connections is the foundation of Home Theater.
Making the audio connections is even easier. If you've ever owned any kind of stereo system you've used these cables.
The HDMI cable can raise more questions than it solves. Just be sure to get the latest version (1.3a) on all of your equipment and cables. While HDMI doesn't always promise the best connection, it does take the place of almost a dozen RCA cables behind your equipment.
Making sure you SEE and HEAR your shows and movies relies on sending the sound and picture information to your television and speakers.
Only your Blu-ray Disc player can support all 7 of your speakers (depending on the movie) so your receiver has software installed (provided by "Dolby" and "DTS") to up-convert the sound from only 2 or 5 speakers to play on all 7 at once (plus a subwoofer).
For more information on the topics briefly mentioned above, please check out these links:
Dolby vs. DTS
History of Surround
Completely UNCOMPRESSED Digital Audio