The setup menu and the transcoding from s-video and composite will be 480i, which would explain why all of those are giving you trouble. Do you have another component input on your TV that you can try?

EDIT: Sorry, Capt - I got a bit turned around this morning, got your question confused with Benson's question from yesterday. I found your previous post regarding your HDTV's input configuration. Sorry about that - I don't see a way around having to switch inputs on the TV to get the menu.