All speakers make noise when you manually run through the test tones? Volume is sufficient when running the auto-setup? (at least normal speaking volume). I'm not sure it matters, but make sure all speakers that are not connected are set to off in the setup, for example if you only have 5.1 system, the rear surround speakers would be set to off.

Keep in mind that the auto setup does not complete any EQ, only sets speaker levels and distance values.