You do not need s-video for the setup menu OSD. To access the setup menu when using a component video input, the 990 will replace the input video with a blank screen and draw the menu on that. If the video input is composite or s-video, the setup menu will be drawn over the incoming signal prior to transcoding to component. The other thread you probably saw is jongaro's, and he's interested in getting the on-screen "pop-ups" (one-line overlays showing volume changes, input changes, and surround mode changes) with component video inputs. These "pop-ups" are drawn over composite and s-video input signals (which are in turn transcoded to component video - with the "pop-ups" intact), but due to the video processing power associated with such overlays and progressive scan or higher resolutions the 990 does not generate these "pop-ups" for component video inputs.

Check out my HDMI FAQ for a summary of the mess that is HDMI. A DVI-to-HDMI cable will not be v1.3 compliant, but that's not going to matter for what you are doing - it will carry a digital video signal up to (and including) 1080p if it needs to, which should keep any projector happy for the forseeable future.