Endo, it can be a pain getting all your settings right on your receiver to playback DTS the first few times. You'll eventually become fluent with all the steps involved, but if you have a learning remote that supports macros that could eliminate all the button pushing.
Let's say you've been listening to music in 2-channel mode and want to switch to DTS to watch a DVD. Usually, you'd need to follow the steps outlined by Plato above. With my old Marantz pre/pro I need to specify BOTH 5.1 playback and coax input.
Recording a macro and assigning it ONE button makes things a breeze. Once you get it set, you just press one button and it switches all the inputs and modes from 2-channel CD to DTS DVD. Pretty cool.
Have fun!