The component video cable should give you the OSD as long as your display's component input supports 480i resolution (the resolution at which the 990 generates the OSD). The Sanyo appears to support this resolution - the review at Projector Central mentions viewing 480i sources, at least.

The essential first things to check: make sure your component cable is connected to component monitor output of the 990, and make sure the projector is set to the corresponding input.