ATV to Onkyo SR-607 No signal

I just bought an ATV second generation and used the HDMI to the onkyo receiver. The receiver is connected to the Samsung HDTV with component cables. On the receiver, I used the INPUT ASSIGN, GAME, HDMI menu to select the slot for the ATV. I could hear sound only. I am still receiving the the "NO SIGNAL" on my tv. I connected ATV directly to the tv and it works fine, but I would like to have theater sound with the ATV, therefore I prefer HDMI to the Onkyo.

What am I doing wrong?

Thank you.