Sony NS999ES coax problem


I have the 999ES and a transparent premium digital cable connected to my receiver as well as two transparent super xl innerconnects hooked to the audio out L and R. When wathcing a DVD and using the DVD mode on the receiver the sound is very low and shallow. When I switch to CD mode and don't use the coax, it sounds much better. Have I done something wrong?
bravadoscdab
ON THE DVD IT SAYS DIGITAL OUT, AND THE RECEIVER HAS THREE OR FOUR PLACES TO PUT DIGITAL AND THEY ARE MARKED COAXIAL
I would check the setting . Is it analog or digital on the setup on the receiver and the out put setting on sony?