One thing to remember is always match up the colors from the DTV receiver to your TV. Red to red, white to white, blue to blue, etc. That's why they are colored... for easy matching.
Most likely you only need one cable from your DTV receiver to your TV... the HDMI cable.
This should carry the audio and video all in one cable... disconnect all the others and make sure the TV input is set to the HDMI input.
I'm not that familiar with the HR21-700 receiver, but I'm thinking you should set it to 720 pillar box... which means when an HD program is showing it will fill up your widescreen TV, but when a regular non-HD channel it will have bars on each side.
There may be some settings in your TV menu and/or your DTV receiver menu that effect the size of the image displayed. Most likely you will set those to 16 x 9 or Auto.