I found this problem too and now, after a fair amount of frustration, have a composite cable to the Video 1 input on my Panasonic plasma, along with its Component 1 input. Wouldn't you think from the manual's ". . . you should always use a component, S-Video, or composite video connection along with the DVI connection" (p. 21) that the on-screen display would work over a component connection? I hope there are no more little surprises of this kind.

Paul