bdpf, The volume on the receiver does not matter when running the auto setup/ audyssey. The setting of the gain knob on your sub woofer does matter though. As soon as you plug the mic into the denon the auto setup screen shows up.

Here is the Audyssey FAQ on the Audyssey web page:
http://www.audyssey.com/faq/index.html

Here is a great setup guide (download the word doucment at the end of the first post) over at AVS forum:
http://www.avsforum.com/avs-vb/showthread.php?p=14456895#post14456895

When the setup is done I recommend changing the fronts to small, and the lfe to 120 on the crossover setup menu in the denon.




-David