I think Ken might have it. If only the HDMI is being used for sourceing to the amp then the TV/Projector must be on or at least the receiver has to be in that mode unless, in the settings screen you can set the input source for the cd as HDMI as well, this should allow you to not have the projector on. I would just run RCA's from the player up to the receiver and it solves the problem.

Jason
M80 v2
VP160 v3
QS8 v2
PB13 Ultra
Denon 3808
Samsung 85" Q70