After playing around again this morning, I find that if I set the CD input to DTS in the INPUT CONFIG menu, and then play a DTS CD, everything works fine. Even if I switch to a surround sound CD, the 950 switches from DTS to PLII-C. It also switches back to DTS when I switch back to a DTS CD in my changer.
However, if I then switch to a stereo CD, the 950 does not switch to stereo unless I hit the STEREO button on the remote. I presume this is because there is no flag on the CD to tell the 950 what mode to switch to.
When I go back to playing a DTS CD, I have to then hit the DTS button on the remote to get the 950 back to DTS mode.
In both cases - switching from playing a stereo CD to DTS and switching from DTS to stereo - I have to hit the corresponding mode button on the remote a couple of times in quick succession to get the desired mode to "stick" on the 950 display. It also seems to change the mode in the CONFIG menu. If I'm understanding the manual properly, I think this is normal behavior.