Did you follow Sony instructions to set up the system? Did all the speakers play when you did that?
If so then is the connection to your TV analog or digital? If it's analog stereo then select a surround sound mode for a stereo input. If it's digital make sure that the TV is set to output in bitstream 5.1 and then try different modes.
If not then there is a problem with the HTS main unit or the speakers or the speaker wires.