You asked...The tv is Lg, model #26LE5300
The Blu ray is Sony, BDP S570
The receiver is Sony STR-DG520
and the cable box is Time Warner Cisco 8640
Our first attempt was hdmi from tv to receiver
hdmi cable box to receiver
hdmi br to receiver
We got a message on the tv about hdmi not compatible with hdmr, I think
That would be the way to set things up, normally, i.e., if all the devices were up-to-date and without significant limitations. Unfortunately, that's not the case, with your equipment. As I suspected, the problem most likely rests within the stereo receiver. The STR-DG520 is one of the bottom-of-the-line Sony receivers released in Spring of 2008. Its has a lot of technical limitations that you don't find in higher-end and/or newer receivers.
First, the receiver doesn't support audio via HDMI. You'd have to make separate audio connections. For multi-channel audio, you'd have to additionally connect the cable box and the Blu-ray disc player to the receiver using S/PDIF. (It has two optical "TOSLINK" inputs, and one orange coaxial S/PDIF input.)
Second, the receiver doesn't switch HDMI video to analog outputs (nor switches analog inputs to HDMI). So if you do use HDMI inputs, the only way to get that video out of the receiver is through the HDMI output.
Third, Sony's website is down right now so I cannot verify my memory against the detailed specs, but I believe that the version of HDMI the receiver supports doesn't support HDCP. Basically, this means that the receiver is inadequate to many HDMI applications. That accounts for the "not compatible" message you received. [Just in case my memory is off, here's another possibility: Occasionally, though, something gets corrupted in cable boxes (not just the Cisco boxes) and a reboot of the cable box fixes it. You might want to try that.]
Basically, my recommendation, in this regard, is to either replace the receiver with a new model (one released in the last year or so, to be sure it supports HDCP adequately) or just ignore that the HDMI connections in the receiver and work with the other connections.
That receiver does have two component video inputs, and a component video output - use
those, along with the S/PDIF audio inputs.
Just checking the manual for the cable box - yup, you've got component video outputs (green, blue and red ports, one right on top of each other), and both an coaxial and an optical S/PDIF output, so you could use either of those to pump audio from the cable box to your receiver.
Just checking the manual for the Blue-ray disc player (because your model might be different from mine) - again you're in good shape, with component video outputs (green, blue and red ports, horizontally), along with both types of S/PDIF audio outputs (labeled simply "Coaxial" and "Optical").
So now the tv is hooked to cable with red/white/yellow
The reason why you wouldn't want to do this is that the yellow video connection only carries standard definition (and actually that connection is the
lowest quality video connection found on video devices these days); and the red and white audio connections carries only stereo, not multi-channel audio. Stereo connections are okay for music, but not for television and movies. Besides, you're already pumping audio from the cable box to your receiver; I don't know about that cable box specifically, with regard to this aspect, but for some devices, having multiple outputs of the same type connected (i.e., multiple audio output types in use) might not be a good idea.
Cable goes to receiver with orange/red/white (i think)
Hmmm, the orange is good enough all by itself. The red and white wouldn't help anything, and might confuse the cable box.
hdmi from receiver to tv
blu ray is hdmi to receiver
We can hear sound watching cable through the speakers
We can only hear sound from blu-ray through tv
Yes, that makes sense... the receiver doesn't support sourcing audio from the HDMI connection, and you don't have the Blu-ray disc player connected to the receiver any other way.
Regardless, your best bet is as I suggested above, capitalizing on all the component video and S/PDIF audio connections your devices offer you. I hope that helps.
And to send someone out will cost me $$. 
