I'm going to assume that in addition to being a 1080p display, the TV can accept a 1080p input, right? Those two don't always go together, especially on early 1080p models. Unfortunately, neither my HD-A2 nor my HDTV support 1080p, so I'm not particularly versed in this issue. The HD-A20's manual (closest thing to your HD-A30, since that specific manual isn't listed on Toshiba's site yet) doesn't help much either. My suspicion is that the HD-A30 doesn't think that your TV will accept a 1080p input and is stepping down to 1080i because it is the closest input that the player thinks the TV will accept.

Just out of curiosity, are you using component video or HDMI for the link between player and TV? Component video will only go up to 1080i.
As Gonk says, it may also be the TV; check the manual carefully.

My thanks to gonk and mahansm for reply and ideas. This link shows my TV and it\'s a 1080p .

I am using HDMI.

Here's the answer: I found it on page 3 of the article I referred to above:

While the set de-interlaces 1080i to create 1080p, it does not accept 1080p images directly

So while it claims to be a 1080p TV it does so by deinterlacing a 1080i, hence that must be why I see the 1080i on the HD A30.

Took me a bit to get through that review, but I was about to post the same thing that you found: it has a 1080p display engine, but that does not necessarily equate to accepting 1080p inputs - and in this case, it can't accept such an input. The A30 is doing the right thing.