Blu ray surround sound HELP!!!?

I just purchases a blu ray player and surround sound system today. It does appear to be hooked up correctly but if you put a dvd in the blu ray player we are only getting sound out of 2 of the 5 speakers. They are all set to on and we bought all the cables they claimed we needed. PLEASE HELP!!! I am ready to go back to my old trusty VCR!!!