At this point I assume you have already received some professional help and installed your flat TV or projector according to your plan.
After you unbox the rest of your equipment, first place all the speakers in their place and lay the necessary cables. Cable covers (concealers) are good companions at this point to hide the free cables and give your room an aesthetically pleasant look. Do not make the connections now.
If you have purchased a DVD player, connect it to your TV and put in a DVD to make sure that it works. Then disconnect your DVD, and connect it to your AV receiver with a digital connection. Then connect your receiver to your TV or projector with an HDMI cable. Turn on the DVD player and the receiver and make sure that you see the movie on your TV. If you have connected your DVD player to the receiver with AV cables, you should also receive sound from the TV. If you only made a video connection, you will only see the movie. If this is the case, go ahead and connect your DVD player’s audio to the receiver’s audio with a digital connection. We are fine in both cases.
At this point, hook up the speakers to your receiver. Follow the instructions carefully and make sure that you connect the right speaker to the right port, such as connecting the front left speaker to the front left output.
These DVD - Receiver - TV connections are the backbone of our home theater system. We can go for connecting additional equipment to this system without any problems. For example, if you have purchased a Sony PlayStation 3, then you can connect your DVD to the receiver with a composite cable and an S/PDIF cable and the PlayStation to the receiver with an HDMI and a TOSLINK cable. As you see, all the procedure is basically disconnecting and reconnecting some cables.
For details about the connection types and cables, here is an article covering the issue extensively.